Week |
Day |
Date |
Notes and readings |
HW |
|
Wed, |
Aug 24 |
Introduction and matrix multiply
|
|
|
Fri, |
Aug 26 |
Structured matrix multiply
|
|
32 |
Mon, |
Aug 29 |
Some linear algebra review
|
|
|
Wed, |
Aug 31 |
Matrix calculus
|
|
|
Fri, |
Sep 02 |
Sensitivity and conditioning
|
|
33 |
Mon, |
Sep 05 |
Labor day |
|
|
Wed, |
Sep 07 |
Floating point and error analysis basics
|
|
|
Fri, |
Sep 09 |
Building blocks for error analysis
|
|
34 |
Mon, |
Sep 12 |
Introduction to Gaussian elimination
|
|
|
Wed, |
Sep 14 |
Schur complements, blocking, and pivoting
|
|
|
Fri, |
Sep 16 |
Backward error, iterative refinement
|
|
35 |
Mon, |
Sep 19 |
Condition estimation, scaling, symmetric matrices
|
|
|
Wed, |
Sep 21 |
Structured linear systems
|
|
|
Fri, |
Sep 23 |
Matrices and graphs; nested dissection
|
|
36 |
Mon, |
Sep 26 |
Introduction to least squares
|
|
|
Wed, |
Sep 28 |
Sensitivity of least squares
|
|
|
Fri, |
Sep 30 |
Householder, Givens, and QR
|
|
37 |
Mon, |
Oct 03 |
Constrained, weighted, and sparse problems
|
|
|
Wed, |
Oct 05 |
Rank-deficiency and regularization
|
|
|
Fri, |
Oct 07 |
Regularization choices; matrix nearness problems
|
|
38 |
Mon, |
Oct 10 |
Fall Break |
|
|
Wed, |
Oct 12 |
Introduction to eigenvalue problems
|
|
|
Fri, |
Oct 14 |
Perturbation theory
|
|
39 |
Mon, |
Oct 17 |
Power iterations
|
|
|
Wed, |
Oct 19 |
Subspace iterations and QR
(Bindel away) |
|
|
Fri, |
Oct 21 |
Hessenberg QR
|
|
40 |
Mon, |
Oct 24 |
Practical QR
|
|
|
Wed, |
Oct 26 |
Theory for symmetric eigenproblems and SVD
|
|
|
Fri, |
Oct 28 |
Theory for symmetric eigenproblems and SVD
|
|
41 |
Mon, |
Oct 31 |
Solver ideas for SEP and SVD
|
|
|
Wed, |
Nov 02 |
Other eigenvalue problems
|
|
|
Fri, |
Nov 04 |
Model problems for iterative methods
|
|
42 |
Mon, |
Nov 07 |
Splittings, sweeps, and stationary iterations
|
|
|
Wed, |
Nov 09 |
Approximation from subspaces
|
|
|
Fri, |
Nov 11 |
Krylov subspaces
|
|
43 |
Mon, |
Nov 14 |
Lanczos, Arnoldi, and connections
|
|
|
Wed, |
Nov 16 |
Lanczos, Arnoldi, and connections
|
|
|
Fri, |
Nov 18 |
Conjugate gradients
|
|
44 |
Mon, |
Nov 21 |
Other Krylov subspace methods
|
|
|
Wed, |
Nov 23 |
Thanksgiving special
|
|
|
Fri, |
Nov 25 |
Thanksgiving Break |
|
45 |
Mon, |
Nov 28 |
Krylov subspace methods for eigenproblems
|
|
|
Wed, |
Nov 30 |
Review
|
|
|
Fri, |
Dec 02 |
No lecture
(Bindel away) |
|