Day/time: Tuesdays, 2:00 - 5:00 pm
Start date: Tuesday, September 11 - December 4, 2001
Location: The Fields Institute, room 230

This course focuses on the efficient solution of large sparse linear systems. Such systems may arise from the discretisation of PDE problems, approximation problems or other science and engineering problems. We briefly introduce some standard linear solvers, then proceed to study selected developments in the area of Numerical Linear Algebra, including:

• iterative solvers
• acceleration techniques, such as semi-iteration and conjugate gradient
• preconditioning techniques, such as domain decomposition methods,
• (Schur complement and Schwarz splitting methods)
• multigrid schemes and fast direct solvers, such as Fast Fourier Transform methods
• applications to PDEs

Prerequisites: Calculus, basic Numerical Linear Algebra, Interpolation, some knowledge of PDEs,
programming (preferably in MATLAB or FORTRAN).
Web page:
http://www.cs.toronto.edu/~ccc/Courses/cs2321.html