Course Schedule

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




Section in Book



13/30/15Introduction; numerics; error analysis1-2Homework 0 out
24/1/15Linear systems and LU3
34/6/15Designing linear systems (incl. least-squares); special structure (Cholesky, sparsity)4.1-4.2Homework 0 due; homework 1 out
44/8/15Sensitivity and conditioning4.3
54/13/15Column spaces and QR (guest lecturer: Dominik Michels)5Homework 1 due; homework 2 out
64/15/15Eigenproblems: How they arise, properties (guest lecturer: David Hyde)6.1-6.2
74/20/15Eigenproblems II: Algorithms, conditioning6.3-6.5Homework 2 due; homework 3 out
84/22/15Singular value decomposition (SVD)7
94/27/15Linear algebra review; nonlinear equations8.1Homework 3 due (no homework out); sample midterm
104/29/15Systems of equations; optimization in one variable8.2, 9.1-3
115/4/15In-class midtermHomework 4 out
125/6/15Optimization: Multiple variables, constraints9.4, 10
135/11/15Conjugate gradients I: Gradient descent, setup11.1,11.2.1-2Homework 4 due; homework 5 out
145/13/15Conjugate gradients II: Formulation, preconditioning, and variants11.2.3-5, 11.3-4
155/18/15Interpolation13Homework 5 due; homework 6 out
165/20/15Integration and differentiation14Coding assignment: instructions, starter code
5/22/15Change of grading basis and course withdrawal deadline
5/25/15Memorial Day (no class)
175/27/15Initial value problems and basics of ODE15.1-15.3.2Homework 6 due; homework 7 out
186/1/15Time-stepping strategies15.3.3-15.5
196/3/15PDE16Homework 7 due
6/8/15Final exam, 12:15pm-3:15pm (Hewlett 201)Sample final