Math 576: Advanced Numerical Linear Algebra: Iterative Methods

Tuesday/Thursday 12:30-13:45, HUM 424

Instructor: Evangelos A. Coutsias

Page under construction

Required Texts:
C. T. Kelley: Iterative Methods for Linear and Nonlinear Equations SIAM Frontiers in Applied Mathematics, no 16, 1995, ISBN# 0-89871-352-8

and related software.

Other references:

Iterative Methods for Sparse Linear Systems, 2nd Ed. Yousef Saad, SIAM 2003, ISBN 0-89871-534-2

Iterative Krylov Methods for Large Linear Systems, Henk A. van der Vorst, Cambridge University Press (2003) . (unavailable).

Iterative Solution Methods, O. Axelsson, Cambridge, 1996, ISBN 0-521-55569-8

Iterative Methods for Solving Linear Systems, Anne Greenbaum, SIAM Frontiers in Applied Mathematics, no 17, 1997.

Matrix Analysis; Horn, R. A. and Johnson, C. R., Cambridge Univ Press: New York, 1985.

Matrix Theory, F.R. Gantmacher, Vol. 1-2, Chelsea (1959)

The Theory of Matrices in Numerical Analysis by A.S.Householder, Dover, 1975, ISBN 0-486-61781-5

The conjugate gradient method for linear and nonlinear operator equations J. Daniel, SIAM J. Num. Anal. 4(1967),10-26

A Class of Methods for Solving Nonlinear Simultaneous Equations C.G. Broyden, Math. of Computation 19(92) (1965),577-593

The convergence of a Class of Double-rank Minimization Algorithms. 1. General Considerations. C.G. Broyden, J. Inst. Maths Applics 6 (1970), 76-90

The convergence of a Class of Double-rank Minimization Algorithms. 2. The New Algorithm. C.G. Broyden, J. Inst. Maths Applics 6 (1970), 222-231

Quasi-Newton Methods, Motivation and Theory J.E. Dennis and J.J. Moree, SIAM Review 19(1) (1977), 46-89

Return to: Department of Mathematics and Statistics, University of New Mexico.
<vageli at math.unm.edu>
Last updated: December 6, 2006