Module 9

Sparse Matrix Solver

Topics of Discussion

• Jacobi Iteration
• Gauss Seidel Iteration
• SOR and Red-Black SOR
• Conjugate Gradient Method
• 1D and 2D Laplace Equations
• Heat Equation
• Back and Forward Euler Integration Schemes

Primary Resources :

• Iteration Solution for System of Linear Equations HTML Notes

Additional Resources :

• Solving the Discrete Poisson Equation Using Jacobi, SOR, Conjugate Gradient and FFT (J. Demmel, UCB) -- HTML NOtes
• Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods -- Web Site
• Solving Sparse Systems of Eqautions (UIUC) -- HTML Notes
• Tutorial on PETSc Parallel Library (UNM) --
• HTML Notes
• Solving Poisson's Equation Using Domain Decomposition (UNM) -- HTML Notes
• Parallel Processing I, (Lecture 7, p63-75) ( D. Walker, UK) -- PS Notes

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References :

• PETSc Web site (ANL) -- Web Site
• Aztec Web Site (Sandia) -- Web Site
• PCG Web Site -- Web Site
• PIM Web Site -- Web Site

Source Codes Repository :