Nicolas Venkovic

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Numerical Linear Algebra for Computational Science and Information Engineering (CITHN2006)

Home, Research, Teaching, Software

The course is organized into lectures selected from the following list of topics:

Essentials of linear algebra [pdf]

Floating-point arithmetic and error analysis [pdf]

Direct methods for dense linear systems [pdf]

Sparse data structures and basic linear algebra subprograms [pdf]

Introduction to direct methods for sparse linear systems [pdf]

Orthogonalization and least-squares problems [pdf]

Basic iterative methods for linear systems [pdf]

Basic iterative methods for eigenvalue problems [pdf]

Locally optimal block preconditioned conjugate gradient [pdf]

Arnoldi and Lanczos procedures [pdf]

Jacobi-Davidson methods [pdf]

Krylov subspace methods for linear systems [pdf]

Preconditioned iterative methods for linear systems [pdf]

Restarted Krylov subspace methods [pdf]

Introduction to communication-avoiding algorithms [pdf]

Final exams: Summer 2025 [pdf]