Lectures:  TR 3:05-4:25 pm
Location:  Instr Center 215

Instructor:  Edmond Chow
E-mail: 
Office Hours: Thursdays 10:30-11:30 in KACB 1332

Course Description

Introduction to the state-of-the-art iterative methods for solving linear and nonlinear systems of equations. This will be a very practical course, involving Matlab programming and a student-defined project.

Prerequisites

Numerical Linear Algebra (CSE/MATH 6643) or equivalent. The assignments will require Matlab programming (at least at the level of CS 1371).

Topics

• Sparse matrices and discretizations of PDEs
• Basic iterative methods (Jacobi, Gauss-Seidel, SOR)
• Krylov subspace methods (conjugate gradient method, GMRES, etc.)
• Preconditioning
• Multigrid methods
• Domain decomposition
• Nonlinear systems of equations (fixed point, Newton, and quasi-Newton methods)

Grading

40% Matlab mini-explorations of concepts covered in class (5 or 6)

30% In-class tests (2 or 3)

30% Student-defined project and presentation

Required Textbook

• Iterative Methods for Sparse Linear Systems, 2nd edition, by Yousef Saad, SIAM, 2003. You can order this book from SIAM here. You can get a 30 percent discount if you are a SIAM member. As a student, you can join SIAM for free, since Georgia Tech is an Academic Member. Check it out here!