Course Schedule

Lecture topics, slides, and homeworks listed on future dates are likely to change as the course progresses.




Course notes

Section in Heath




19/23/13Introduction; numerics; error analysis0,11.1-1.3Homework 0 out
29/25/13Linear systems and LU22.1-2.2, 2.4
39/30/13More LU; conditioning and sensitivity3.32.3Homework 0 due; homework 1 out
410/2/13Designing linear systems (incl. least-squares); special structure (Cholesky, sparsity)3.1-3.22.5
510/7/13Column spaces and QR43.4-3.5Homework 1 due; homework 2 out
610/9/13Eigenproblems: How they arise, properties5.1-5.34.1, 4.2, 4.4
710/14/13Eigenproblems II: Algorithms5.44.5Homework 2 due; homework 3 out
810/16/13Eigenproblems III: QR iteration, conditioning; singular value decomposition (SVD)63.6, 4.7
910/21/13Nonlinear equations and convergence analysis7.15.1-5.5Homework 3 due; engineering challenge out
1010/23/13Systems of equations; optimization in one variable7.2-7.3, 8.1-8.35.1-5.5Old midterms: 2011, 2012
1110/28/13In-class midtermEngineering challenge due; homework 4 out
1210/30/13Optimization: Multiple variables, constraints8.4, 96
1311/4/13Conjugate gradients I: Gradient descent, setup10.1, 10.2.1-211.5.5?Homework 4 due; homework 5 out
1411/6/13Conjugate gradients II: Formulation, preconditioning, and variants10.2-10.5?
1511/11/13Interpolation117Homework 5 due; homework 6 out (starter code)
1611/13/13Numerical integration and differentiation128
11/15/13Change of grading basis and course withdrawal deadline
1711/18/13Initial value problems and basics of ODE13.1- 6 due; homework 7 out
1811/20/13Time-stepping strategies13.3-13.49.3
11/25/13Thanksgiving break; no class
11/27/13Thanksgiving break; no classHomework 8 out (starter code)
1912/2/13PDE I: Examples/theory, derivative operators14.1-14.411.1-11.3Homework 7 due
2012/4/13PDE II: Basic solution techniques14.511.4
12/9/13Homework 8 due
12/12/13Final exam, 12:15pm-3:15pm (Gates B03)2011 midterm 2