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)

See me.

- 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]

- 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])

- 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)

Scores