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Iterative and Multigrid Methods

CS556 :: Fall 2022

About the Course

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

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). We will primarily follow the text of Yousef Saad.

Course-work includes homework (usually bi-weekly) and a final project focussed on multigrid. We will have weekly in class 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:

Homework

Guidelines and files

Books

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

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

Computing

We will be using matlab (Octave) and Python with the libraries numpy, scipy and matplotlib for assignments.

The majority of examples will be in matlab. Octave is the free version of matlab. If you don't have matlab, you should install octave on your laptop. Bring your laptop to class in order to be able to work on the in-class examples that will be presented daily. This is a relatively small class, so we can make it interactive.

Python and Numpy Help