大型線性系統與特徵值問題/台大數學系教授


主題名稱摘要結果
1Chapter 1: Introduction (課程影音)

課程資訊
一、Vectors and matrices
二、Eigenvalues and Eigenvectors
三、Norms and eigenvalues
四、Backward error and Forward error(一)
五、Backward error and Forward error(二)

 
2Chapter 2:Gaussian Elimination for Linear Systems (課程影音)

課程資訊
一、Error analysis for Gaussian algorithm

 
3Iterative Methods for Solving Large Linear Systems (課程影音)

課程資訊
Iterative Methods for Solving Large Linear Systems
一、General procedures for the construction of iterative methods
二、Determination of the Optimal Parameter ω for 2-consistly Ordered Matrices

 
4Conjugate Gradient Method (課程影音)

課程資訊
一、A Variational Problem, Steepest Descent Method
二、Conjugate gradient method
三、Practical Implementation
四、Convergence of CG-method

 
5GCG-type Methods for Nonsymmetric Linear Systems (課程影音)

課程資訊
GCG-type Methods for Nonsymmetric Linear Systems
一、GCG method(Generalized Conjugate Gradient)
二、BCG method (A: unsymmetric)
三、The polynomial equivalent method of the CG method
四、Bi-CGSTAB(SISC, 1992, Van der Vorst)

 
6GMRES: Generalized Minimal Residual Algorithm forSolving Nonsymmetric Linear Systems(課程影音)

課程資訊
GMRES: Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
一、The generalized minimal residual (GMRES) algorithm

 
7CG-Method as an Iterative Method, Preconditioning (課程影音)

課程資訊
CG-Method as an Iterative Method, Preconditioning
一、A new point of view of PCG
二、Chebychev Semi-Iteration Acceleration Method
三、Some theorems and definitions
四、Sufficient conditions for convergence of TSM and SSM
五、Incomplete Cholesky Decomposition

 
8Recent Advance in Numerical Algorithms for Large/Sparse Eigenvalue Problems (課程影音)

課程資訊
Recent Advance in Numerical Algorithms for Large/Sparse Eigenvalue Problems
一、Power Methods
二、Inverse Power Iteration
三、Connection with Newton method

 
9Krylov Subspace Methods for Large/Sparse Eigenvalue Problems (I) (課程影音)

課程資訊
Krylov Subspace Methods for Large/Sparse Eigenvalue Problems (I)
一、Orthogonal projection methods
二、Krylov Subspaces
三、Householder transformation
四、Arnoldi Method

 
10Krylov Subspace Methods for Large/Sparse Eigenvalue Problems (II) (課程影音)

課程資訊
Krylov Subspace Methods for Large/Sparse Eigenvalue Problems (II)
一、Restarting method
二、Generalized eigenvalue problem

 
11Polynomial Jacobi Davidson Method for Large/Sparse Eigenvalue Problems (課程影音)

課程資訊
Polynomial Jacobi Davidson Method for Large/Sparse Eigenvalue Problems
一、Jacobi’s orthogonal component correction, 1846
二、Davidson’s method (1975)
三、Jacobi-Davidson method (1996)
四、Polynomial Jacobi-Davidson method
五、Non-equivalence deflation of quadratic eigenproblems

 
12QR Algorithm for Dense Eigenvalue Problems (課程影音)

課程資訊
QR Algorithm for Dense Eigenvalue Problems
一、QR Algorithm
二、The Practical QR Algorithm
三、Single-shift QR-iteration
四、Double Shift QR iteration