**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**

**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**