Lecture Notes:

  1. Introduction (13 MB)

  2. Fixed-Point Iterations, Krylov Spaces, and Krylov Methods

  3. Comparing CG and GMRES for Various Model Problems

  4. Convergence of CG – part I

  5. Convergence of CG – part II: local convergence (later – for the moment book and notes from class)

  6. Convergence of MINRES and GMRES

  7. Generalizations of (restarted) GMRES

  8. Methods based on the two-sided Lanczos algorithm

  9. Preconditioners based on incomplete factorizations

  10. Saddle-Point preconditioners

Important Papers

(some of these papers will be available through Blackboard)