CS472/CM472/CS672 - Reference Material
There is no official textbook for the course. However, the
following books are useful references that contain the algorithms
discussed in class. References to these texts will be made from
time to time.
References Available On-line
- Yousef Saad's
Notably, this has the full first edition of his book Iterative
for sparse linear systems (Revised 1st edition, 2000)
available for reference on-line.
This is home of the highly recommended paper "An
Introduction to the Conjugate Gradient Method Without the
- [BBC+] Richard Barrett, Michael Berry, Tony F. Chan, James
Demmel, June Donato, Jack Dongarra, Victor Eijkhout, Roldan Pozo,
Charles Romine, Henk van der Vorst
for the Solution of linear Systems
This 1994 book contains all of the basic algorithms for iterative
solution in a
fairly easy to read form.
at the Wolfram site has lots of good basic mathematical information.
the memory-system performance of sparse-matrix vector
multiplication" is an interesting article that gives you a
just how focused on creating fast code some people can get.
Material on Reserve in the library
- Matrix Computations
G. Golub and C. Van Loan
(this is a usefull reference, but I don't recommend you
buy this for this course) QA188.G65x.
- Direct Methods for Sparse Matrices
[DER] Duff, Erisman, Reid
- Computer Solution of Large Sparse Positive Definite Systems
George and liu
- Iterative solution methods for sparse linear systems
QA188.S17. (Also available on-line)
- Iterative solution methods
- Finite Element Solution of Boundary Value Problems
O. Axelsson and Barker
QA379.A9 (Some intro to CG methods here).
Software and Data
This is a traditional repository for mathematical software. Lots of
Market contains a set of standard test matrices from fluid dynamics