Iterative Solvers for Large Linear Systems

DATES: 9-11 & 13 October 2017 (4 sessions)
TIME: 10:00 - 13:00 (a total of 12 hours)

The simulation of real life applications possesses a crucial importance in a wide variety of scientific as well as industrial areas. Thereby, the performance of the whole numerical method is often decisively depend on the properties of the incorporated solver for linear systems of equations.

The course provides a comprehensive introduction to both classical and modern iterative solvers for a stable, efficient and reliable solution of linear systems and is design for students from Mathematics, Engineering, Physics, Computer Science and so on.

The course content covers
- Introduction to basics from numerical linear algebra
- Splitting methods
- Multi-grid schemes
- Krylov subspace methods like CG, GMRES, BiCG, CGS, BiCGSTAB
- Preconditioning
whereby the lectures are flanked by practical exercises in MATLAB.

PROGRAMME

Monday, 9th October 2017
10:00-11:30 Lecture: Introduction to Splitting Methods
11:30-12:00 Coffee break
12:00-13:00 Lecture: Jacobi-, Gauss-Seidel Methods and Relaxation Techniques

Tuesday, 10th October 2017
10:00-11:00 Exercise on Splitting Methods
11:00-11:30 Coffee break
11:30-13:00 Lecture: Method of Conjugate Gradients

Wednesday, 11th October 2017
10:00-11:00 Exercise on Method of Conjugate Gradients
11:00-11:30 Coffee break
11:30-13:00 Lecture: Principles of Multigrid Methods

Friday, 13th October 2017
10:00-11:30 Lecture: GMRES, BICG, BICGSTAB
11:30-12:00 Exercise on Multigrid and Krylov Subspace Methods
12:00-13:00 Lecture: Preconditioning

PREREQUISITES: Each participant has to have a possibility to use MATLAB or Octave.

*Registration is free, but inscription is required before 4th October: So as to inscribe send an e-mail to roldan@bcamath.org. Student grants are available. Please, let us know if you need support for travel and accommodation expenses.

• 2017-10-09-Bcam-Course MEISTER