Course content

The course focuses on iterative techniques for solving large sparse linear systems of equations which typically stem from the discretisation of partial differential equations. In addition, computation of eigenvalues, least square problems and error analysis will be discussed.

Learning outcome

A student successfully meeting all the learning objectives of this course will be able to: (1) explain and fluently apply fundamental linear algebraic concepts such as matrix norms, eigen- and singular values and vectors; (2) estimate stability of the solutions to linear algebraic equations and eigenvalue problems; (3) recognize matrices of important special classes, such as normal, unitary, Hermitian, positive definite and select efficient computational algorithms based on this classification; (4) transform matrices into triangular, Hessenberg, tri-diagonal, or unitary form using elementary transformations; (5) utilize factorizations and canonical forms of matrices for efficiently solving systems of linear algebraic equations, least squares problems, and finding eigenvalues and singular values; (6) explain the underlying principles of several classic and modern iterative methods for linear algebraic systems, such as matrix-splitting, projection, and Krylov subspace methods, analyze their complexity and speed of convergence based on the structure and spectral properties of the matrices; (7) explain the underlying principles of iterative algorithms for computing eigenvalues of small and select eigenvalues of large eigenvalue problems; (8) explain the idea of preconditioning; (9) explain the fundamental ideas behind multigrid and/or domain decomposition methods; (10) estimate the speed of convergence and computational complexity of select numerical algorithms; (11) implement select algorithms on a computer.

Learning methods and activities

Lectures, projects and exercises (with or without presentations). The exercises require the use of a computer. Some of the exercises will be compulsory.

Compulsory assignments

• Exercises

Recommended previous knowledge

The course is based on TMA4145 Linear Methods or equivalent. TMA4215 Numerical Mathematics is recommended, but not mandatory.

Course materials

Will be announced at the start of the course.

Credit reductions