Iterative Solvers for Linear Systems @ LRZ

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.

Location

Leibniz Supercomputing Centre of the Bavarian Academy of Sciences and Humanities (LRZ)
Boltzmannstraße 1
D-85748 Garching near Munich, Germany

Start date

Sep 08, 2021
09:00

End date

Sep 10, 2021
15:30

Language

English

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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 and content levels

Prerequisites

Basics of linear algebra
Basic knowledge of MATLAB or GNU Octave

Content levels

Community: 14 hours 45 minutes

Learn more about course curricula and content levels.

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.

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

Registration is closed

for registration is Sep. 1, 2021.