Schedule

This schedule should be considered tentative and subject to change, at least until it actually takes place!

Week	Day	Date	Notes and readings	HW
	Wed,	Jan 25	Introduction
	Fri,	Jan 27	Matrix manipulations
2	Mon,	Jan 30	Vector spaces, norms, singular values
	Wed,	Feb 01	Sensitivity and conditioning
	Fri,	Feb 03	Floating point	HW1 due
3	Mon,	Feb 06	Floating point
	Wed,	Feb 08	Gaussian elimination and Cholesky
	Fri,	Feb 10	Pivoting and blocking	HW2 due
4	Mon,	Feb 13	Conditioning, error estimation, and refinement of linear systems
	Wed,	Feb 15	Sparse and banded
	Fri,	Feb 17	Other structured systems
5	Mon,	Feb 20	February break
	Wed,	Feb 22	Intro to least squares (Bindel away)
	Fri,	Feb 24	Least squares and QR
6	Mon,	Feb 27	Ill-posedness and regularization
	Wed,	Mar 01	Ill-posedness and regularization (Bindel away)
	Fri,	Mar 03	Cancelled (Bindel away)	P1 due
7	Mon,	Mar 06	Eigenvalue problem background	HW3 due
	Wed,	Mar 08	From power methods to QR iteration
	Fri,	Mar 10	Hessenberg, tridiagonal, and bidiagonal
8	Mon,	Mar 13	Nonlinear equations in 1D (Bindel away)	MT due
	Wed,	Mar 15	Cancelled (weather) (Bindel away)
	Fri,	Mar 17	Nonlinear equations in 1D
9	Mon,	Mar 20	Optimization in 1D
	Wed,	Mar 22	Stationary iterations
	Fri,	Mar 24	Krylov subspaces and CG
10	Mon,	Mar 27	Preconditioning
	Wed,	Mar 29	Nonlinear equations and optimization
	Fri,	Mar 31	Newton in many dimensions
11	Mon,	Apr 03	Spring break
	Wed,	Apr 05	Spring break	P2 due
	Fri,	Apr 07	Spring break
12	Mon,	Apr 10	Modified Newton iterations
	Wed,	Apr 12	Quasi-Newton and other iterations
	Fri,	Apr 14	Gradient methods
13	Mon,	Apr 17	Line search and globalization	HW4 due
	Wed,	Apr 19	Trust regions
	Fri,	Apr 21	Homotopy and continuation
14	Mon,	Apr 24	Constraints and multipliers
	Wed,	Apr 26	Methods for equality constraints
	Fri,	Apr 28	Methods for inequality constraints	P3 due
15	Mon,	May 01	Iteratively reweighted least squares
	Wed,	May 03	Variable projection and stochastic method
	Fri,	May 05	Derivative free methods	HW5 due
16	Mon,	May 08	Review
	Wed,	May 10	Review
	Fri,	May 12	No class, instruction over!	HW6 due