Iterative and Multigrid Methods

CS556 :: Fall 2020

• Instructor: Paul Fischer
• Class Time/Place: Online, lectures uploaded bi-weekly, Catalog
• Class URL: go.illinois.edu/cs556
• Lectures: mediaspace.illinois.edu/channel/CS556_F20

About the Course

Course page under construction. The following is subject to change.

The course is divided roughly into three parts: the basics of numerical linear algebra, iterative methods (such as CG, GMRES, BiCGStab, etc), and multilevel methods (for example Schwarz and multigrid).

The course involve several homeworks (usually bi-weekly) and a final project focussed on multigrid. Homework and projects will be team efforts (3 people per team). We will have weekly (individual) quizzes. There is also a strong participation grade based on your attendence (informal) and ability to keep up with handouts and other tasks. The tentative grade breakdown is:

• Quizzes 15
• Homework 50
• Final Project 30
• Attendance and handouts 5

Homework

Guidelines and files

Books

We will be using Saad's book Iterative methods for sparse linear systems

In addition, there are several other helpful texts (optional):

• Numerical Linear Algebra by Trefethen and Bau
• Iterative Methods for Large Liner Systems by van der Vorst
• A Multigrid Tutorial

Computing

We will be using Python with the libraries numpy, scipy and matplotlib for assignments. No other languages are permitted.

Python and Numpy Help

• Python tutorial
• Facts and myths about Python names and values
• Dive into Python 3
• Project Euler (Lots of practice problems)
• Introduction to Python for Science
• The SciPy lectures
• The Numpy MedKit by Stéfan van der Walt
• The Numpy User Guide by Travis Oliphant
• Numpy/Scipy documentation
• More in this reddit thread
• Spyder (a Python IDE, like Matlab) is installed in the virtual machine. (Applications Menu > Development > Spyder)
• An introduction to Numpy and SciPy
• 100 Numpy exercises