Math 929 - Iterative Methods in Linear Algebra

Classroom notes

I am trying hard to catch up on the classroom notes.

	Number of pages	Date posted
Table of Contents	2	Mar 18, 1997
Chapter 1	11	Feb 21, 1997
Chapter 2	15	Mar 03, 1997
Chapter 3	12	Mar 18, 1997

This is a preliminary version of the notes. The section on TFQMR is still missing from Chapter 2. The final version will include references and a short bibliography.

Classroom notes, contents

Chapter 1 - Symmetric positive definite matrices
- 1.1 Steepest descent
- 1.2 Conjugate Gradient Method
- 1.3 Convergence of Conjugate Gradient
- 1.4 CG as a polynomial recurrence
Chapter 2 - Nonsymmetric matrices
- 2.1 CGNR and CGNE
- 2.2 BiCG and CGS
- 2.3 BiCGSTAB
- 2.4 GMRES - Generalized minimum residual
- 2.5 GMRES - reorthogonalization, algorithm
Chapter 3 - Eigenvalue Problems
- 3.1 Rayleigh Quotient
- 3.2 Lanczos Algorithm
- 3.3 Eigenvalues of a Symmetric Tridiagonal Matrix