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Iterative and Multigrid Methods

CS556 :: Fall 2020

About the Course

Course page under construction. The following is subject to change.

sparse matrix

The course is divided roughly into three parts: the basics of numerical linear algebra, iterative methods (such as CG, GMRES, BiCGStab, etc), and multilevel methods (for example Schwarz and multigrid).

The course involve several homeworks (usually bi-weekly) and a final project focussed on multigrid. Homework and projects will be team efforts (3 people per team). We will have weekly (individual) quizzes. There is also a strong participation grade based on your attendence (informal) and ability to keep up with handouts and other tasks. The tentative grade breakdown is:


Guidelines and files


We will be using Saad's book Iterative methods for sparse linear systems

In addition, there are several other helpful texts (optional):


We will be using Python with the libraries numpy, scipy and matplotlib for assignments. No other languages are permitted.

Python and Numpy Help