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FSF3584 Preconditioning for Linear Systems 7.5 credits

Course offerings are missing for current or upcoming semesters.
Headings with content from the Course syllabus FSF3584 (Spring 2019–) are denoted with an asterisk ( )

Content and learning outcomes

Course contents

  1. Iterative methods (Krylov methods, Gauss-Seidel methods)
  2. Convergence theory (eigenvalues, pseudospectra, right-hand side dependence)
  3. General preconditioners
  4. Problem specific preconditioners

Intended learning outcomes

A students which has passed this course should know

  • which iterative methods are available for linear systems, and integration of preconditioning.

  • how to apply and adapt convergence theory for the iterative methods.

  • apply general preconditioners based on, diagonal, LU-factorization.

  • apply problem specific preconditioners, such as domain decomposition, Schur-complement and adapted for partial differential equations such as Helmholtz problem.

  • characterize the quality of a preconditioner experimentally and theoretically.

Literature and preparations

Specific prerequisites

This course is designed for PhD students in applied and computational mathematics, but it is suitable also for other PhD students with a background in computation with mathematical interests. The students are expected to have taken a basic and a continuation course in numerical analysis or acquired equivalent knowledge in a different way, and preferrably also a course in matrix computations or numerical linear algebra, e.g., SF3580 and/or SF2524.

Recommended prerequisites

No information inserted

Equipment

No information inserted

Literature

It will be announced on the course web page 3 weeks before course starts

Examination and completion

If the course is discontinued, students may request to be examined during the following two academic years.

Grading scale

G

Examination

  • INL1 - Assignment, 7.5 credits, grading scale: P, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

Other requirements for final grade

Problems solved, posed, seminar presented and homeworks solved.

Opportunity to complete the requirements via supplementary examination

No information inserted

Opportunity to raise an approved grade via renewed examination

No information inserted

Examiner

Ethical approach

  • All members of a group are responsible for the group's work.
  • In any assessment, every student shall honestly disclose any help received and sources used.
  • In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.

Further information

Course room in Canvas

Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.

Offered by

Main field of study

This course does not belong to any Main field of study.

Education cycle

Third cycle

Add-on studies

No information inserted

Contact

Elias Jarlebring (eliasj@kth.se)

Postgraduate course

Postgraduate courses at SCI/Mathematics