Week 04

Direct solvers, sparse matrices

• Pluto notebook: pluto/julia, html, pdf,

Iterative solvers

• Pluto notebook: pluto/julia, html, pdf,

Here is some literature on the topic.

• Y. Saad: Iterative methods for sparse linear systems

• M. Gutknecht A Brief Introduction to Krylov Space Methods for Solving Linear Systems

• J. Shewchuk Introduction to the Conjugate Gradient Method Without the Agonizing Pain

• E.Carson, J.Liesen, Z. Strakoš: 70 years of Krylov subspace methods: The journey continues

• R. S. Varga: Matrix Iterative Analysis