| Time: | 11:00am-12:15pm Tuesday/Thursday |
| Location: | 1304 SC |
| Instructor: | Luke Olson (lukeo) |
| Text: | Iterative Methods for Sparse Linear Systems, Second Edition by Yousef Saad. |
| [Amazon][SIAM (check out the member price)] |
A comprehensive treatment of algebraic and multigrid iterative solvers for systems of equations, primarily linear equations arising from discretization of partial differential equations. Same as CSE 511. Prerequisite: CS 450.
The course will follow a lecture format covering
| 1/5 | Sparse Computation Fundamentals |
| 2/5 | Krylov Methods and Preconditioning |
| 2/5 | Multigrid (mainly algebraic) |
The grading will be based on 3 components:
Homework: 40%
Project I: 20% (with HW4)
Project II: 40% (includes presentation)
| Date | topic | material |
| January 16, 2007 | Course Intro, Sparse Matrices | [.pdf] [.print.pdf] |
| January 18, 2007 | Sparse Matrices | [.pdf] [.print.pdf] |
| January 25, 2007 | Projection Methods | [.pdf] [.print.pdf] |
| January 30, 2007 | One Dimensional Projection Methods | [.pdf] [.print.pdf] [algSD.m] [algMR.m] [algRNSD.m] [onedim.m] |
| February 1, 2007 | Krylov | [.pdf] [.print.pdf] |
| February 15, 2007 | Krylov | [.pdf] [.pdf] |
| February 17, 2007 | bi-conjugates | [.pdf] [.pdf] |
| February 17, 2007 | bi-conjugates | [.pdf] [.m] [.m] [.m] |
| March 1, 2007 | J,GS,SOR,SSOR | [.pdf] [.pdf] [.pdf] [.pdf] |
| March 1, 2007 | PCG/PGMRES | [.pdf] [.pdf] |
| March 13, 2007 | GMG | [.pdf] |
| April 3, 2007 | AMG | [.pdf] |
| # | Due Date | material |
| 1 | Tuesday February 6, 2007 | [.pdf] [.tex] |
| 2 | Thursday February 22, 2007 | [.pdf] [.tex] |
| 3 | Tuesday March 13, 2007 | [.pdf] [.tex] |
| 4 | Thursday, March 29, 2007 | [.pdf] [.tex] [.m] [.m] [.m] [.m] |
| 5 | Thursday, April 12, 2007 | [.pdf] [.tex] |
| final | Saturday, May 5, 2007 | [.pdf] [.tex] |
| Date | Topic | Section | Notes | |
| Tue, Jan 16, 07 | Introduction | 1.x | General overview | |
| Thu, Jan 18, 07 | Sparse Matrices | 3.4,3.5 | COO, CSR, LL | |
| Tue, Jan 23, 07 | Basic Methods | 4.1,4.2 | Motivate projection methods. | HW1 released |
| Thu, Jan 25, 07 | Projection Methods | 5.1,5.2 | basic techniques | |
| Tue, Jan 30, 07 | Projection Methods | 5.3 | one-dimensional methods | |
| Thu, Feb 1, 07 | Arnoldi | 6.1-6.4 | Arnoldi, FOM, and variants | |
| Tue, Feb 6, 07 | GMRES | 6.5 | in-depth look | HW1 due |
| Thu, Feb 8, 07 | Lanczos | 6.6 | derive triple recursion | HW2 released |
| Tue, Feb 13, 07 | snow | - | ||
| Thu, Feb 15, 07 | CG types, Faber-Manteuffel | 6.7-6.10 | some theory here | |
| Tue, Feb 20, 07 | Lanczos bi-orthogonalization | 7.1-7.2 | unsymmetric case | |
| Thu, Feb 22, 07 | BCG, QMR, CGS, TFQMR | 7.1,7.2 | unsymmetric methods | HW2 due |
| Tue, Feb 27, 07 | Intro to preconditioning | 9.1-9.2 | basic preconditioning | |
| Thu, Mar 1, 07 | PGMRES, PCG | 9.3-9.4 | Krylov preconditioning | HW3 released |
| Tue, Mar 6, 07 | ILU | idea and implementation, PCG | ||
| Thu, Mar 8, 07 | SPAI | HW4=project I released | ||
| Tue, Mar 13, 07 | MG | HW3 due | ||
| Thu, Mar 15, 07 | MG | |||
| Tue, Mar 27, 07 | MG | HW4 due | ||
| Thu, Mar 29, 07 | MG | HW5 released | ||
| Tue, Apr 3, 07 | MG | |||
| Thu, Apr 5, 07 | MG | |||
| Tue, Apr 10, 07 | MG | |||
| Thu, Apr 12, 07 | MG | HW5 due | ||
| Tue, Apr 17, 07 | MG | |||
| Thu, Apr 19, 07 | Presentation | |||
| Tue, Apr 24, 07 | Presentation | |||
| Thu, Apr 26, 07 | Presentation | |||
| Tue, May 1, 07 | Presentation | |||
| Sat, May 5, 07 | Presentation | Project II due |