Fast Numerical Algorithms for Large-Scale Problems

Preliminary schedule - DN2230

Beware of typos in the schedule. The correct times, dates and locations of the lectures (except for Lec4) are given in the official KTH-schedule.

This page will be updated during the course.

Schedule

	Week 45
	Welcome to this course. Topic during this week: Basic multigrid
Lec1	2013-11-05 kl 08-10 D32	Introduction to the course Basic idea with multigrid, model problem Splitting methods: the Jacobi method, the damped Jacobi method
Lec2	2013-11-08 kl 13-15 E33	Basic multigrid (Chapter 2 in Trottenberg) Damping / smoothing of damped Jacobi method Two-grid method Intro to V-cycle
	Week 46
	Topic: Multigrid - analysis and complexity Homework 1 is due this week (Lecture 4).
Lec3	2013-11-12 kl 10-12 Q13	Multigrid W-cycle Visualization of multigrid variants Full multigrid Computational complexity of multigrid
Lec4	2013-11-15 kl 13-14 K53 2013-11-15 kl 10-12 Seminar room 3418 in math. building	Computational complexity of multigrid (cont.) Convergence of multigrid and full multigrid Note that the time and place of this lecture has changed. The seminar room 3418 is located in the "old mathematics library", on floor 4 in the math building Lindstedtsvägen 25.
	Week 47
	Topic: Eigenvalue problems
Lec5	2013-11-19 kl 10-12 D42	Intro to eigenvalue problems Overview of applications Simple eigenvalue methods and tools
Lec6	2013-11-21 kl 13-15 L44	QR-method (for dense eigenvalue problems)
	Week 48
	Topic: Eigenvalue problems Topic: Linear systems Homework 2 is due this week (Lecture 8).
Lec7	2013-11-26 kl 10-12 B23	Convergence of QR-method QR-method (with shifts)
Lec8	2013-11-29 kl 10-12 Vsem	Arnoldi method Krylov methods for eigenvalue problems
	Week 49
	Main topic: Iterative methods for linear systems
Lec9	2013-12-03 kl 10-12 D42	Convergence of Arnoldi's method for eigenproblems Iterative methods for linear systems: GMRES and other Krylov methods
Lec10	2013-12-06 kl 13-15 E36	Other Krylov methods (cont.) Conjugate Gradient
	Week 50
	Topic: Multipole method Homework 3 is due this week (Lecture 12).
Lec11	2013-12-10 kl 08-10 D42	Convergence of CG: Orthogonality Optimality Convergence rate
Lec12	2013-12-13 kl 13-15 L43	Fast multipole method
	Week 3, 2014
Ten	2014-01-14 kl 9-13 E51	Exam