Math 929

Iterative Methods in Linear Algebra

In this course we will investigate various iterative methods for solving large, sparse, linear systems of equations. To a lesser extent, we will also look at some special algorithms for computing eigenvalues of large, sparse matrices.

This is a very active area of research right now. We will conduct this course in a mixed lecture/seminar style. Details will evolve, but the idea is that I will be giving all lectures for the first three weeks or so. After that we might alternate lectures with student presentations.

Students will study and implement various algorithms, and present their findings in class. These individual assignments will involve literature search, implementation (in MATLAB), and experiments. Possibly, we may publish summaries of these little projects on the WWWeb.

Grading will be largely based on these presentations, and participation in class.

If you are interested in taking this course, please send me a note.

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