ONLINE COURSE: Iterative Solvers for Linear Systems @ LRZ

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ONLINE COURSE: Iterative Solvers for Linear Systems @ LRZ

Overview

This course will be held online using Zoom.

The focus of the course is on modern iterative solvers for large linear systems of equations. Thereby, beside classical schemes and fundamentals of multigrid techniques different modern Krylov subspace methods (CG, GMRES, BiCGSTAB ...) as well as highly efficient preconditioning techniques are presented in the context of real life applications. Hands-on sessions (MATLAB and GNU Octave respectively) will allow users to immediately test and understand the basic constructs of iterative solvers. This course provides scientific training in Computational Science, and in addition, the scientific exchange of the participants among themselves. It is organized by LRZ in cooperation with Uni. Kassel and HLRS.

Program
Program

(preliminary)

08:30 - 09:00  on every day: drop in to Zoom

Day 1:

09:00 - 10:00  Introduction, Basics and Practicals (Lecture + Practicals)
10:00 - 11:00  Consistency and Convergence (Lecture)
11:00 - 11:30  Break
11:30 - 12:15  Jacobi Method (Lecture)
12:15 - 13:00  Practicals
13:00 - 14:00  Lunch
14:00 - 14:30  Gauß-Seidel Method (Lecture)
14:30 - 15:00  Practicals
15:00 - 15:15  Q+A

Day 2:

09:00 - 10:00  Relaxation Schemes (Lecture)
10:00 - 10:45  Practicals
10:45 - 11:00  Break
11:00 - 11:30  Method of Steepest Descent (Lecture)
11:30 - 12:00  Practicals
12:00 - 13:00  Lunch
13:00 - 14:00  Method of Conjugate Gradients (Lecture)
14:00 - 14:45  Practicals
14:45 - 15:00  Q+A

Day 3:

09:00 - 10:00  Introduction to Multigrid Methods (Lecture)
10:00 - 10:30  Practicals
10:30 - 10:45  Break
10:45 - 11:45  GMRES and BICG (Lecture)
11:45 - 12:15  Practicals
12:15 - 13:15  Lunch
13:15 - 13:45  Variants of BICG (Lecture)
13:45 - 14:15  Practicals
14:15 - 15:15  Preconditioning
15:15 - 15:30  Q+A

Prerequisites
Prerequisites

Basics of linear algebra
Basic knowledge of MATLAB or GNU Octave

Hands-On

Participants are expected to use their own machines or institute clusters.

A recent version of MATLAB or GNU OCTAVE (available for free) should be installed.

Teacher
Teachers

Prof. Dr. Andreas Meister from Uni. Kassel

Language

The course language is English.

Further Information and Registration

Further information about this course at LRZ, see here.

Registration and further courses via online registration form at LRZ.

Deadline
Deadline

for registration is Sep. 1, 2021.