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Iterative Methods

Type of study Doctoral
Language of instruction Czech
Code 470-6506/01
Abbreviation IMD
Course title Iterative Methods
Credits 10
Coordinating department Department of Applied Mathematics
Course coordinator doc. Ing. David Horák, Ph.D.

Subject syllabus

Lectures:
Systems of equations arising from mathematical modelling in engineering.
Properties of systems arising from finite element methods.
Classical iterative methods. Richardson, Jacobi, Gauss-Seidel iterative methods.
Convergence studies.
Multigrid methods.
Method of conjugate gradients. Fundamentals. Implementation.
Global properties and convergence rate estimates based on the condition number.
Preconditioning. Preconditioned conjugate gradients method. Incomplete factorization.
Solution to nonsymmetric systems. GMRES.
Solution to nonlinear systems. Properties of nonlinear operators. Newton method.
Local convergence. Inexact Newton method. Damping and global convergence.
Implementation of iterative methods on parallel computers. Domain decomposition methods.
Comparison of direct and iterative methods. Solution to large-scale systems.

Literature

C.T. Kelley, Iterative Methods for Linear and Nonlinear Equations, SIAM, Philadelphia 1995, http://www.siam.org/catalog/mcc12/kelley.htm
B. Barrett et al.: Templates for the solution of linear systems, SIAM, Philadelphia 1993, http://www.siam.org/catalog/mcc01/barrett.htm

Advised literature

O. Axelsson: Iterative Solution Methods, Cambridge University Press, 1994 Werner C. Rheinboldt: Methods for Solving Systems of Nonlinear Equations, SIAM, Philadelphia 1998, http://www.siam.org/catalog/mcc02/cb70.htm