Course Schedule

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




Section in Book



13/29/16Introduction; numerics; error analysis1-2Homework 0 out
23/31/16Linear systems and LU3
34/5/16Designing linear systems (incl. least-squares); special structure (Cholesky, sparsity)4.1-4.2Homework 0 due; homework 1 out
44/7/16Sensitivity and conditioning4.3
54/12/16Column spaces and QR 5Homework 1 due; homework 2 out
64/14/16Eigenproblems: How they arise, properties 6.1-6.2
74/19/16Eigenproblems II: Algorithms, conditioning6.3-6.5Homework 2 due; homework 3 out
84/21/16Singular value decomposition (SVD)7
94/26/16Linear algebra review; nonlinear equations8.1Homework 3 due (no homework out);
sample midterm2013 midterm2015
104/28/16Systems of nonlinear equations8.2
115/3/16In-class midtermHomework 4 out
125/5/16Unconstrained Optimization (Single variable, multiple variables)9.1-4
135/10/16Constrained Optimization10Homework 4 due; homework 5 out
145/12/16Conjugate gradients I: Gradient descent, setup11.1,11.2.1-2
Conjugate gradients II: Formulation, preconditioning, and variants11.2.3-5, 11.3-4
155/17/16Interpolation13Homework 5 due; homework 6 out
165/19/16Integration and differentiation14
5/20/16Change of grading basis and course withdrawal deadline
175/24/16Initial value problems and basics of ODE15.1-15.3.2Homework 6 due; homework 7 out
185/26/16Time-stepping strategies15.3.3-15.5
(19)5/31/16PDE16Homework 7 due
6/6/16Final exam, Mon June 6 @ 8:30-11:30am (Room: Gates B01)Sample finals: (2013), (2015)