Iterative Solvers for Linear Systems

The focus of this on-site 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 is co-organised by LRZ and HLRS.

Veranstaltungsort

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

Veranstaltungsbeginn

17. Sep 2024
09:00

Verstaltungsende

18. Sep 2024
15:30

Sprache

Englisch

Einstiegslevel

Basis

Themenbereiche

Domain-spezifische Kurse

Themen

Numerische Methoden

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Prerequisites and content levels

Prerequisites

Basics of linear algebra
Basic knowledge of MATLAB or GNU Octave

Content levels

Learn more about course curricula and content levels.

Program

The program is available here.

Topics covered include:

  • Consistency and Convergence
  • Jacobi Method
  • Gauß-Seidel Method
  • Relaxation Schemes
  • Method of Steepest Descent
  • Method of Conjugate Gradients
  • Introduction to Multigrid Methods
  • GMRES and BICG
  • Variants of BICG
  • Preconditioning

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.

Further information and Registration

Further information about this course at LRZ, see here.

Registration and further courses via online registration form at LRZ.

Due date for registration

Registration is open until 03.09.2024 23:55.

Further courses

See the training overview and the Supercomputing Academy pages.