Schedule

This schedule should be considered tentative and subject to change, at least until it actually takes place! In addition to class notes, I have compiled some background notes that may be helpful.

Week	Day	Date	Notes and readings	HW
1	Mon,	Jan 23	Introduction [NB (Julia)][NB (HTML)]
	Wed,	Jan 25	Matrix manipulations [NB (Julia)][NB (HTML)]	Class problem
	Fri,	Jan 27	Vector spaces, norms, singular values	Class problem
2	Mon,	Jan 30	Matrices, norms, canonical forms	Class problem
	Wed,	Feb 01	Neumann series, sensitivity, conditioning	Class problem
	Fri,	Feb 03	Floating point [NB (Julia)][NB (HTML)]	Class problem HW1 due
3	Mon,	Feb 06	Floating point [NB (Julia)][NB (HTML)]	Class problem
	Wed,	Feb 08	Gaussian elimination [NB (Julia)][NB (HTML)]	Class problem
	Fri,	Feb 10	Blocking [NB (Julia)][NB (HTML)]	Class problem HW2 due
4	Mon,	Feb 13	Perturbation theory, refinement, Cholesky, project 1 intro [NB (Julia)][NB (HTML)][P1 (Julia)][P1 (HTML)]	Class problem
	Wed,	Feb 15	Pivoting, conditioning, error estimation	Class problem
	Fri,	Feb 17	Sparse, banded, and structured solves	Class problem P1 check-in
5	Mon,	Feb 20	Intro to least squares [NB (Julia)][NB (HTML)]	Class problem
	Wed,	Feb 22	Least squares and QR [NB (Julia)][NB (HTML)]	Class problem
	Fri,	Feb 24	Ill-posedness and regularization [NB (Julia)][NB (HTML)]	Class problem P1 due
6	Mon,	Feb 27	February break
	Wed,	Mar 01	Ill-posedness and regularization (Bindel away)	Class problem
	Fri,	Mar 03	Applications of eigenvalue problems (Bindel away)	Class problem
7	Mon,	Mar 06	Power iteration [NB (Julia)][NB (HTML)]	Class problem Proj proposal (5223) HW3 due
	Wed,	Mar 08	From power methods to QR iteration [NB (Julia)][NB (HTML)]	Class problem
	Fri,	Mar 10	Hessenberg, tridiagonal, and bidiagonal	Class problem
8	Mon,	Mar 13	Stationary iterations [NB (Julia)][NB (HTML)]	Class problem MT due
	Wed,	Mar 15	Gauss-Seidel convergence, extrapolation	Class problem
	Fri,	Mar 17	Krylov subspace iterations	Class problem
9	Mon,	Mar 20	Nonlinear equations in 1D (Bindel away) [NB (Julia)][NB (HTML)][P2 (Julia)][P2 (HTML)]	Class problem HW4 due
	Wed,	Mar 22	Nonlinear equations in 1D (Bindel away) [NB (Julia)][NB (HTML)]	Class problem
	Fri,	Mar 24	Optimization in 1D (Bindel away) [NB (Julia)][NB (HTML)]	Class problem P2 check-in
10	Mon,	Mar 27	Nonlinear equations and optimization [NB (Julia)][NB (HTML)]	Class problem
	Wed,	Mar 29	Newton in many dimensions [NB (Julia)][NB (HTML)]	Class problem
	Fri,	Mar 31	Gradient descent and Newton for optimization [NB (Julia)][NB (HTML)]	Class problem P2 due
11	Mon,	Apr 03	Spring break
	Wed,	Apr 05	Spring break
	Fri,	Apr 07	Spring break
12	Mon,	Apr 10	Gauss-Newton and nonlinear least squares [NB (Julia)][NB (HTML)]	Class problem
	Wed,	Apr 12	Modified Newton iterations [NB (Julia)][NB (HTML)]	Class problem
	Fri,	Apr 14	Quasi-Newton and other iterations [NB (Julia)][NB (HTML)]	Class problem HW5 due
13	Mon,	Apr 17	Line search and globalization [NB (Julia)][NB (HTML)]	Class problem
	Wed,	Apr 19	Trust regions [NB (Julia)][NB (HTML)]	Class problem
	Fri,	Apr 21	Homotopy and continuation [NB (Julia)][NB (HTML)]	Class problem
14	Mon,	Apr 24	Constraints and multipliers [NB (Julia)][NB (HTML)]	Class problem
	Wed,	Apr 26	Methods for equality constraints [NB (Julia)][NB (HTML)]	Class problem
	Fri,	Apr 28	Methods for inequality constraints [NB (Julia)][NB (HTML)]	Class problem P3 due
15	Mon,	May 01	Derivative free methods [NB (Julia)][NB (HTML)]	Class problem
	Wed,	May 03	Stochastic optimizers	Class problem
	Fri,	May 05	Review	Class problem HW 6 due
16	Mon,	May 08	Review	Class problem