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Course Info:

Instructor: Luke Olson
Location: 1131 Siebel Center
Time: 11:00am - 12:15pm, Tuesday/Thursday

Description: A comprehensive treatment of algebraic and multigrid iterative solvers for systems of equations, primarily linear equations arising from discretization of partial differential equations. Same as CSE 511. Prerequisite: CS 450.  UIUC Course Catalog

Text: Iterative Methods for Sparse Linear Systems, Second Edition by Yousef Saad.
Amazon, SIAM (member price)

Format:

The course will follow a lecture format covering

1/5 Sparse Computation Fundamentals
2/5 Krylov Methods and Preconditioning
2/5 Multigrid (mainly algebraic)

Projects/assignements covering both theory and computation is expected.
We will be using PETSc, Python-Scipy-Numpy, andMatlab.
The text will be followed for a most of the course, but supplemental materials will be handed out for parts of the algebraic mutligrid section.

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