In the next three lectures we will discuss various aspects of sprase matrix solvers. Several of the class projects deal with sparse matrix methods, and these lectures will provide some background material.
In the first lecture we will discuss where strutured grid sparse linear solvers arise. Then we will discuss some of the standard iterative methods such Jacobi, Gauss-Seidel, SOR, Conjugate Gradients. We will also discuss multi-grid methods and compare all these on a model problem such as the discrete Poisson equation in 2D.
Numerical Linear Algebra chapter of the Computational Science Education Project.
Numerical Linear Algebra: Math 221 home page and many links from there.
Templates for the solution of linear systems, a collection of iterative methods with advice on which ones to use.