Iterative Solvers for Linear Systems @ LRZ

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

Online course
Organizer: Leibniz Supercomputing Centre of the Bavarian Academy of Sciences and Humanities (LRZ), D-85748 Garching near Munich, Germany

Location

Online course
Organizer: Leibniz Supercomputing Centre of the Bavarian Academy of Sciences and Humanities (LRZ), D-85748 Garching near Munich, Germany

Start date

Sep 05, 2023
09:00

End date

Sep 07, 2023
15:30

Language

English

Entry level

Basic

Course subject areas

Domain-Specific Courses

Topics

Numerical Methods

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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