Iterative Solvers for Linear Systems

Course/Event Essentials

Event/Course Start
Event/Course End
Event/Course Format
In person
Primary Event/Course URL
https://app1.edoobox.com/en/LRZ/Onsite%…

Venue Information

Country: Germany
Venue Details: Click here

Training Content and Scope

Scientific Domain
Mathematics
Technical Domain
Numerical libraries and methods
Level of Instruction
Intermediate
Sector of the Target Audience
Research and Academia
Industry
Public Sector
Language of Instruction
English

Other Information

Organiser
LRZ
Event/Course Description

This is an on-site course at LRZ in Garching near Munich. There will be no possibility to join online remotely via video conference.
Participants are expected to bring their own laptops. There are no PCs installed in the course room! 

Contents

The focus of this on-site 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 co-organised by LRZ and HLRS.

Topics covered include:

  • Consistency and Convergence
  • Jacobi Method
  • Gauß-Seidel Method
  • Relaxation Schemes
  • Method of Steepest Descent
  • Method of Conjugate Gradients
  • Introduction to Multigrid Methods
  • GMRES and BICG
  • Variants of BICG
  • Preconditioning