Information about the course

here

The course is held by Geir Bogfjellmo, room 1350 SB2; geir.bogfjellmo@ntnu.no.

Of the reading material listed below, you should buy the book by Saad, but not necessarily any of the other ones. Saad's book is also available online for free through NTNU's network at SIAM.

• Y. Saad: Iterative Methods for Sparse Linear Systems. 2nd ed. SIAM, 2003. (main text)
• L. N. Trefethen and D. Bau: Numerical Linear Algebra, SIAM, 1997. Photocopies of the relevant chapters will be made available on Blackboard.
• G. Golub and C. Van Loan: Matrix Computations. 3rd ed. The Johns Hopkins University Press, 1996. Photocopies of the relevant chapters will be made available on Blackboard.

• W. L. Briggs, V. E. Henson, S. F. Mc Cormick: A multigrid tutorial, SIAM, 2000. Available online at SIAM.
• J. W. Demmel: Applied Numerical Linear Algebra, SIAM, 1997. Available online at SIAM.

The course includes implementing numerical algorithms.

You are free to use the programming language of your choice (within reason), but the recommended language is Python 3 with the following packages:

• numpy
• scipy
• matplotlib

It is recommended to install and use Anaconda. All the packages above are included in the Anaconda installer.

• How to install and use Anaconda

The examination is based on three (3) projects and a written exam. The projects will be available at and shall be handed in via Blackboard.

• Håkon Molven
• Ella Johnsen
• Thibault Gaudet