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Written on 30.03.22 (last change on 03.06.22) by Raphael Schulz 03.06.2022 Due to the holiday next monday, there will be no tutorial next week. The exercise sheet 6 will therefore be discussed on 13th June, cf. attached schedule. The oral exam will take place from 1st August to 3rd August. If you would like to take the exam, please send me an email to arrange… Read more 03.06.2022 Due to the holiday next monday, there will be no tutorial next week. The exercise sheet 6 will therefore be discussed on 13th June, cf. attached schedule. The oral exam will take place from 1st August to 3rd August. If you would like to take the exam, please send me an email to arrange the time 18.05.2022 Starting next week, the tutorials will take place on mondays at 14:15h via live-stream. You will find a link under "Materials". For a better overview of changed dates you will find a renewed schedule under "Materials". 04.05.2022 The registration for this course is reopened 01.06.2022, 23:59h. The lecture and tutorial will be offered online until further notice. 19.04.2022 The first lecture recording of our course is now available under "Materials -> Lecture recordings". Hint for the first Exercise sheet: All tasks can be completed with the results from the first lecture with the exception of task E4, b). For this you also need Lemma 1.3.3 of the lecture notes. 30.03.2022 Unfortunately, the lecture will start on Tuesday, 12.04.2022 and will only be offered online in the near future. You will find the recorded videos of the lecture under "Materials". I sincerely hope that I will be able to give the lecture in person at the lecture hall as soon as possible. The registration for this course ist still open until 17.04.2022, 23:59h. |
Content:
Iterative methods are numerical procedures that can be used for a wide range of problems in applied mathematics, such as solving large sparse linear systems of equations, finding eigenvalues, or solving nonlinear equations. This course provides an introduction to the basic ideas of iterative methods and their properties with respect to convergence. Among other things, we will discuss the most established iterative methods, which are stationary iterative solvers, Krylov subspace methods, Newton method. For instance, large sparse linear systems often arise in applications and have to be solved iteratively since the computational effort of direct methods (such as LU decomposition) are usually too costly. However, unlike direct solvers, iterative methods usually provide a set of approximations converging to the solution.
Prerequisites:
Basic knowledge in linear algebra, analysis and numerical methods.
Languague:
The course will be held in English.
Lecture and Tutorial Dates:
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Lecture Date: Monday 14-16h, building E2 4 - seminar room 6
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Tutorial Date: Tuesday 14-16h, building E2 4 - lecture hall IV (1.15)
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It is intended to offer the lecture as well as the tutorials on-site. In some cases (expected 19th April and 7th June) the lecture will be offered online. The link to the corresponding recorded videos can be found under "Materials".
Material:
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Lecture notes will be provided under "Materials" in sections.
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Exercise sheets are published here every week. Please log in first. You will then find the exercise sheets under "Materials".