Numerische Lineare Algebra - Lineare Gleichungssysteme und Matrixgleichungen SS 2017

Wir diskutieren die numerische Loesung von Matrixgleichungen und linearen Gleichungssystemen

Termine: Montags, 7:30 bis 9:00 G05-208
Freitags, 13:00 bis 15:00 G02-210
Übung: Jede 2. Woche bzw. nach Ankündigung
Nächste Termine: 30.6.,3.7. (V), 7.7. (Ü)
Sprache/Language: English,


  • Linear Systems:
    • Direct solvers
    • Stationary iterations
    • Krylov methods (CG, MINRES,GMRES)
    • Preconditioning (basic algorithms, saddle point examples)
    • Multigrid
  • Matrix equations:
    • Introduction to matrix equations
    • Direct solvers for linear matrix equations
    • Low-rank solver for large-scale linear matrix equations
    • Methods for algebraic Riccati equations

Certificate of attendance (Teilnahmeschein)

Criteria for getting a course assessment:

  • at least 50% of all possible points from the homework
  • at least 50% of the points in one homework ( on n-1 of n homework sheets)
  • demonstrate and explain at least one exercise in the tutorial

Even if you don't need a certificate, we warmly encourage you to work on the homework assignments. It will be invaluable for understanding.


Linear Systems:

Matrix Equations:

Useful Links

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