BILKENT
UNIVERSITY
CS 511 Iterative Methods for Sparse Linear Systems, Spring '99
(10:40-13:30 Th, EA521)
Dr. Tugrul Dayar
Department of Computer Engineering and Information Science (521 Engineering
Building)
e-mail: tugrul@cs.bilkent.edu.tr
Office Hours: (14:40-15:30 T, 14:40-15:30 Th (or if this is not possible, by
appointment from 1981) Course Description:
Background in linear algebra, sparse matrices, basic iterative
methods, projection methods, Krylov subspace methods, methods
related to the normal equations, preconditioned iterations,
preconditioning techniques.
Prerequisites:
See me.
Course Objectives:
The purpose of this course is to acquaint you with the state-of-the-art
solution techniques for large linear systems and develop the necessary
background so that you can carry out research in related fields.
References:
O. Axelsson, Iterative Solution Methods,
Cambridge University Press, Cambridge, England, 1994. [QA297.8.A94 1994]
R. Barrett et al., Templates for the Solution of Linear Systems:
Building Blocks for Iterative Methods,
SIAM Press, Philadelphia, PA, 1994. [QA297.8.T45 1994]
J. W. Demmel, Applied Numerical Linear Algebra,
SIAM Press, Philadelphia, PA, 1998.
G. H. Golub and C. F. van Loan, Matrix Computations,
Johns Hopkins University Press, Baltimore, MD, 1996. [QA188.G65 1996]
A. Greenbaum, Iterative Methods for Solving Linear Systems,
SIAM Press, Philadelphia, PA, 1997. [QA297.8.G74 1997]
Y. Saad, Iterative Methods for Sparse Linear Systems,
PWS Publishing Company, Boston, MA, 1996. [QA188.S17 1996]
G. W. Stewart, Matrix Algorithms, Volume I: Basic Decompositions,
SIAM Press, Philadelphia, PA, 1998.
L. N. Trefethen and D. Bau, III, Numerical Linear Algebra,
SIAM Press, Philadelphia, PA, 1997. [QA184.T74 1997]
Course Outline:
Background in linear algebra (Ch.1 in [6])
Sparse matrices (Ch.3 in [6])
Basic iterative methods (Ch.4 in [6])
Projection methods(Ch. 5 in [6])
Krylov subspace methods (Chs.6-7 in [6])
Methods related to the normal equations (Ch.8 in [6])
Preconditioned iterations (Ch.9 in [6])
Preconditioning techniques (Ch.10 in [6])
Note: In order to use matlab, which is available in the bcc domain,
please check the CS 471 course home page.
Also there is a wealth of software at netlib. Grading:
Homework (50%)
Homework 1 (Due March 4, solutions)
Homework 2 (Due March 18, solutions)
Homework 3 (Due April 22, solutions)
Project (50%)
Comparison of Krylov Subspace Solvers
with Various Preconditioners (Due May 7)