The listed topics will be covered in the course. Reading material includes written notes (free handout) in addition to the following SIAM book
C.T.
Kelley, 1995,
Iterative Methods for Linear and Nonlinear Equations, SIAM.
Book webpage. Note: the book will be available in the campus bookshop Polyteknisk Boghandel close to the start of the course. |
1. Introduction and Fundamentals.
Overview of Basic iterative methods, Banach Lemma, Classical Stationary Iterative methods.
2. Krylov methods.
CG, GMRES, BiCGStab, CGNR and CGNE.