iterative solution of large systems

iterative solution of large sparse systems

J.M. Melenk



Some desasters attributable to poor numerics.

A few software bugs with consequences




Mondays 9:00-10:30, SEM 101C (4. Stock, gruener Turm), Thursdays 15:00-17:00, SEM 101C


Class notes

The course will be based in part on the book by Y. Saad (Iterative methods for large sparse systems). The first edition of this book (now out of print, but the second edition is in print!) is available on the web here

class notes are handed out as we go along:

Übungsblätter:

blatt1.ps
blatt2.ps
blatt3.ps
blatt4.ps
blatt5.ps
blatt6.ps
blatt7.ps
blatt8.ps
blatt9.ps

Matrices to play with

To download these files right click on the link and choose 'Save target as'. Select the directory you wish to download the file to and change the 'Save as type' box to 'All files' otherwise '.txt' wil be tagged onto the filename.

The following matrices have been downloaded from the Matrix Market. The matrices are stored in the Matrix Market file format which can be read using the mmread M-file. This file and the matrix data needs to be in the same directory (or the path changed accordingly) as your script/file.

To read in a matrix to the variable A simply include

A=mmread('matrix_name.mtx')

in your script/function. Note A will be defined to be sparse - you don't need to do anything else



Other Useful Material

Public Domain Software:

many Fortran und C packages for solving problems of numerical linear algebra, quadrature, and ODEs are public domain and can be retrieved from NetLib.
Many algorithms (and their C/Fortran implementation) are described in the book Numerical Recipes in C by Press, Teukolsky, Vetterling, Flannery. This book exists also on-line