Project 4. (Due 6/15) Do Project 7.1 (CG) in
Lecture 7.
Project 3. (Due 5/11) Do Project 4.1 (GS) in
Lecture 4.
Project 2. (Due 4/20) Do Project 2.1 (GE) in
Lecture 2.
Project 1. (Due 3/30) Do Project 3.1 (JM) in
Lecture 3. (Example:
JM1.cpp)
Submit
all project files including I/O files via email.
課程大綱
Lecture 1. 1D Poisson's
Equation and Finite Difference Method (FDM)
Lecture 2. Gaussian
Elimination (GE) for Ax=b
Lecture 3. Jacobi’s
Method (JM)
Templates for the
Solution of Linear Systems
(pdf)
Lecture 4. Gauss-Seidel
Method (GS)
Lecture 5. Successive
Overrelaxation Method (SOR)
Lecture 6.
Symmetric
Successive Overrelaxation Method (SSOR)
Lecture 7. Conjugate
Gradient Method (CG)
教學目標
·
Learn
Basic Numerical Methods in Linear Algebra
·
Learn
C++ Pogramming in Scientific Computing
授課方式
·
Regular
Lecturing
評分標準
·
Homework
30%
·
Projects
60%
·
In
class performance 10%
教科書
·
Jinn-Liang
Liu, Lecture Notes on Numerical Methods for Partial Differential Equations,
2009.
·
Juan
Soulie, C++ Language Tutorial, 2007. 2007X
C++ Programming
閱讀文獻
· R. Barrett, M. Berry, T. F. Chan, J.
Demmel, J. Donato, J. Dongarra , V. Eijkhout, R. Pozo, C. Romine, and H. Van
der Vorst, Templates for the Solution of Linear
Systems: Building Blocks for Iterative Methods, 2nd Edition, SIAM,
1994, Philadelphia, PA.
Templates for the
Solution of Linear Systems (pdf)
·
J. R. Shewchuk, An Introduction to the Conjugate Gradient
Method Without the Agonizing Pain, 1994.