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)
The course will follow a lecture format covering
Sparse Computation Fundamentals
Krylov Methods and Preconditioning
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.