Iterative methods for linear systems

Course Code :1000WETILS
Study domain:Mathematics
Academic year:2019-2020
Semester:2nd semester
Contact hours:60
Study load (hours):168
Contract restrictions: No contract restriction
Language of instruction:Dutch
Exam period:exam in the 2nd semester
Lecturer(s)Wim Vanroose

3. Course contents *

  • Introduction to iteratieve methods. Why is it necessary to develop specialized methods to solve sparse linear systems
  • Stationary iterative methods: Richardson, Jacobi, Gauss-Seidel
  • Chebychev acceleration
  • Conjugate gradients and Krylov methods
  • Krylov methods for non-symmetric and indefinite matrices
  • Superlinear convergence
  • Preconditioning
  • Eigenvalue problems