High Performance Computing

To supplement the knowledge of linear algebra covered in S8 and introduce more recent numerical calculation methods for solving large-scale problems.

·         Iterative methods for solving linear systems:  

o   Richardson

o   Krylov spaces: conjugate gradient, GMRES

·         Low-rank methods for dense matrices

o   Multipole methods, Adaptive Cross Approximation

o    Hierarchical matrices

·         Tensors

o   Definitions and basic concepts

o   Storage format: CP, Tucker, Tensor-Train

Linear Algebra Course S8-EEEA