Course Schedule
Lecture topics, slides, and homeworks listed on future dates are likely to change as the course progresses.
# | Date | Topic | Section in Book | Slides | Announcements |
| 1 | 3/30/15 | Introduction; numerics; error analysis | 1-2 |  | Homework 0 out |
| 2 | 4/1/15 | Linear systems and LU | 3 | | |
| 3 | 4/6/15 | Designing linear systems (incl. least-squares); special structure (Cholesky, sparsity) | 4.1-4.2 | | Homework 0 due; homework 1 out |
| 4 | 4/8/15 | Sensitivity and conditioning | 4.3 | | |
| 5 | 4/13/15 | Column spaces and QR (guest lecturer: Dominik Michels) | 5 | | Homework 1 due; homework 2 out |
| 6 | 4/15/15 | Eigenproblems: How they arise, properties (guest lecturer: David Hyde) | 6.1-6.2 | | |
| 7 | 4/20/15 | Eigenproblems II: Algorithms, conditioning | 6.3-6.5 | | Homework 2 due; homework 3 out |
| 8 | 4/22/15 | Singular value decomposition (SVD) | 7 | | |
| 9 | 4/27/15 | Linear algebra review; nonlinear equations | 8.1 | | Homework 3 due (no homework out); sample midterm |
| 10 | 4/29/15 | Systems of equations; optimization in one variable | 8.2, 9.1-3 | | |
| 11 | 5/4/15 | In-class midterm | Homework 4 out | ||
| 12 | 5/6/15 | Optimization: Multiple variables, constraints | 9.4, 10 | | |
| 13 | 5/11/15 | Conjugate gradients I: Gradient descent, setup | 11.1,11.2.1-2 | | Homework 4 due; homework 5 out |
| 14 | 5/13/15 | Conjugate gradients II: Formulation, preconditioning, and variants | 11.2.3-5, 11.3-4 | | |
| 15 | 5/18/15 | Interpolation | 13 | | Homework 5 due; homework 6 out |
| 16 | 5/20/15 | Integration and differentiation | 14 | | Coding assignment: instructions, starter code |
| 5/22/15 | Change of grading basis and course withdrawal deadline | ||||
| 5/25/15 | Memorial Day (no class) | ||||
| 17 | 5/27/15 | Initial value problems and basics of ODE | 15.1-15.3.2 | | Homework 6 due; homework 7 out |
| 18 | 6/1/15 | Time-stepping strategies | 15.3.3-15.5 | | |
| 19 | 6/3/15 | PDE | 16 | | Homework 7 due |
| 6/8/15 | Final exam, 12:15pm-3:15pm (Hewlett 201) | Sample final |