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 | 3/29/16 | Introduction; numerics; error analysis | 1-2 |  | Homework 0 out |
| 2 | 3/31/16 | Linear systems and LU | 3 | | |
| 3 | 4/5/16 | Designing linear systems (incl. least-squares); special structure (Cholesky, sparsity) | 4.1-4.2 | | Homework 0 due; homework 1 out |
| 4 | 4/7/16 | Sensitivity and conditioning | 4.3 | | |
| 5 | 4/12/16 | Column spaces and QR | 5 | | Homework 1 due; homework 2 out |
| 6 | 4/14/16 | Eigenproblems: How they arise, properties | 6.1-6.2 | | |
| 7 | 4/19/16 | Eigenproblems II: Algorithms, conditioning | 6.3-6.5 | | Homework 2 due; homework 3 out |
| 8 | 4/21/16 | Singular value decomposition (SVD) | 7 | | |
| 9 | 4/26/16 | Linear algebra review; nonlinear equations | 8.1 | | Homework 3 due (no homework out); sample midterm2013 midterm2015 |
| 10 | 4/28/16 | Systems of nonlinear equations | 8.2 | | |
| 11 | 5/3/16 | In-class midterm | Homework 4 out | ||
| 12 | 5/5/16 | Unconstrained Optimization (Single variable, multiple variables) | 9.1-4 | | |
| 13 | 5/10/16 | Constrained Optimization | 10 | | Homework 4 due; homework 5 out |
| 14 | 5/12/16 | Conjugate gradients I: Gradient descent, setup | 11.1,11.2.1-2 | |
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| Conjugate gradients II: Formulation, preconditioning, and variants | 11.2.3-5, 11.3-4 | | |||
| 15 | 5/17/16 | Interpolation | 13 | | Homework 5 due; homework 6 out |
| 16 | 5/19/16 | Integration and differentiation | 14 | | |
| 5/20/16 | Change of grading basis and course withdrawal deadline | ||||
| 17 | 5/24/16 | Initial value problems and basics of ODE | 15.1-15.3.2 | | Homework 6 due; homework 7 out |
| 18 | 5/26/16 | Time-stepping strategies | 15.3.3-15.5 | | |
| (19) | 5/31/16 | PDE | 16 | | Homework 7 due |
| 6/6/16 | Final exam, Mon June 6 @ 8:30-11:30am (Room: Gates B01) | Sample finals: (2013), (2015) |