470-6506/02 – Iterative Methods (IMD)

Gurantor departmentDepartment of Applied MathematicsCredits10
Subject guarantordoc. Ing. David Horák, Ph.D.Subject version guarantordoc. Ing. David Horák, Ph.D.
Study levelpostgraduateRequirementChoice-compulsory
YearSemesterwinter + summer
Study languageEnglish
Year of introduction2015/2016Year of cancellation
Intended for the facultiesFEI, FS, FMT, FAST, HGFIntended for study typesDoctoral
Instruction secured by
LoginNameTuitorTeacher giving lectures
HOR33 doc. Ing. David Horák, Ph.D.
Extent of instruction for forms of study
Form of studyWay of compl.Extent
Full-time Examination 28+0
Part-time Examination 28+0

Subject aims expressed by acquired skills and competences

Goals of the course: iterative methods Students will learn to use various types of iterative methods for solving linear and nonlinear alebraic systems. He will become acquainted with the basic ideas as well as with some recent results in the field.

Teaching methods

Lectures
Project work

Summary

The course introduces various types of iterative methods for solving linear and nonlinear systems. The lectures focus on the basic ideas, however, it include some latest results in the field.

Compulsory literature:

C.T. Kelley, Iterative Methods for Linear and Nonlinear Equations, SIAM, Philadelphia 1995, http://www.siam.org/catalog/mcc12/kelley.htm B. Barrett et al.: Templates for the solution of linear systems, SIAM, Philadelphia 1993, http://www.siam.org/catalog/mcc01/barrett.htm

Recommended literature:

O. Axelsson: Iterative Solution Methods, Cambridge University Press, 1994 Werner C. Rheinboldt: Methods for Solving Systems of Nonlinear Equations, SIAM, Philadelphia 1998, http://www.siam.org/catalog/mcc02/cb70.htm

Way of continuous check of knowledge in the course of semester

The exam is written or oral. It may include a project.

E-learning

Other requirements

No additional requirements are imposed on the student.

Prerequisities

Subject has no prerequisities.

Co-requisities

Subject has no co-requisities.

Subject syllabus:

Lectures: Systems of equations arising from mathematical modelling in engineering. Properties of systems arising from finite element methods. Classical iterative methods. Richardson, Jacobi, Gauss-Seidel iterative methods. Convergence studies. Multigrid methods. Method of conjugate gradients. Fundamentals. Implementation. Global properties and convergence rate estimates based on the condition number. Preconditioning. Preconditioned conjugate gradients method. Incomplete factorization. Solution to nonsymmetric systems. GMRES. Solution to nonlinear systems. Properties of nonlinear operators. Newton method. Local convergence. Inexact Newton method. Damping and global convergence. Implementation of iterative methods on parallel computers. Domain decomposition methods. Comparison of direct and iterative methods. Solution to large-scale systems.

Conditions for subject completion

Part-time form (validity from: 2015/2016 Winter semester)
Task nameType of taskMax. number of points
(act. for subtasks)
Min. number of pointsMax. počet pokusů
Examination Examination   3
Mandatory attendence participation:

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Conditions for subject completion and attendance at the exercises within ISP:

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2018/2019 (P1807) Computer Science, Communication Technology and Applied Mathematics (1103V036) Computational and Applied Mathematics P English Ostrava Choice-compulsory study plan
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