Numerical Linear Algebra for Computational Science and Information Engineering (CITHN2006)
Home, Research, Teaching, Software
The course consists of the following lectures:
L00. Introduction [slides]
L01. Essentials of linear algebra [slides]
L02. Floating-point arithmetic and error analysis [slides, tutorial]
L03. Direct methods for dense linear systems [slides, tutorial]
L04. Sparse data structures and basic linear algebra subprograms [slides, tutorial]
L05. Introduction to direct methods for sparse linear systems [slides]
L06. Basic iterative methods for linear systems [slides, tutorial]
L07. Basic iterative methods for eigenvalue problems [slides, tutorial]
L08. Orthogonalization [slides, tutorial]
L09. Arnoldi and Lanczos procedures [slides, tutorial]
L10. Krylov subspace methods for linear systems [slides, tutorial]
L11. Preconditioned iterative methods for linear systems [slides, tutorial]
L12. Locally optimal block preconditioned conjugate gradient [slides, tutorial]