The focus of this online course is on modern iterative solvers for large linear systems of equations. Thereby, beside classical schemes and fundamentals of multigrid techniques different modern Krylov subspace methods (CG, GMRES, BiCGSTAB ...) as well as highly efficient preconditioning techniques are presented in the context of real life applications. Hands-on sessions (MATLAB and GNU Octave respectively) will allow users to immediately test and understand the basic constructs of iterative solvers. This course  is organised by LRZ in cooperation with Uni. Kassel.

Preliminary Agenda

Day 1:

09:00 - 10:00  Introduction, Basics and Practicals (Lecture + Practicals)
10:00 - 11:00  Consistency and Convergence (Lecture)
11:00 - 11:30  Break
11:30 - 12:15  Jacobi Method (Lecture)
12:15 - 13:00  Practicals
13:00 - 14:00  Lunch
14:00 - 14:30  Gauß-Seidel Method (Lecture)
14:30 - 15:00  Practicals
15:00 - 15:15  Q+A

Day 2:

09:00 - 10:00  Relaxation Schemes (Lecture)
10:00 - 10:45  Practicals
10:45 - 11:00  Break
11:00 - 11:30  Method of Steepest Descent (Lecture)
11:30 - 12:00  Practicals
12:00 - 13:00  Lunch
13:00 - 14:00  Method of Conjugate Gradients (Lecture)
14:00 - 14:45  Practicals
14:45 - 15:00  Q+A

Day 3:

09:00 - 10:00  Introduction to Multigrid Methods (Lecture)
10:00 - 10:30  Practicals
10:30 - 10:45  Break
10:45 - 11:45  GMRES and BICG (Lecture)
11:45 - 12:15  Practicals
12:15 - 13:15  Lunch
13:15 - 13:45  Variants of BICG (Lecture)
13:45 - 14:15  Practicals
14:15 - 15:15  Preconditioning
15:15 - 15:30  Q+A