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, 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

  • HW 1
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

  • HW 2
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

  • HW 3
38 Mon, Oct 10 Fall Break
Wed, Oct 12

Introduction to eigenvalue problems

Fri, Oct 14

Perturbation theory

39 Mon, Oct 17

Power iterations

  • Midterm
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

  • HW 4
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

  • HW 5
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)

  • HW 6