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 | Code |
1 | 4/4/17 | Introduction; numerics; error analysis | 1-2 | Visit http://julialang.org and http://juliabox.com |
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2 | 4/06/17 | Linear systems and LU | 3 | Homework 0 out | ||
4 | 4/11/17 | Norms, sensitivity and conditioning | 4.3 | |||
3 | 4/13/17 | Designing linear systems (incl. least-squares); special structure (Cholesky, sparsity) | 4.1-4.2 | Homework 0 due; Homework 1 out | ||
5 | 4/18/17 | Column spaces and QR | 5 | |||
6 | 4/20/17 | Eigenproblems: How they arise, properties, Spectral Thm | 6.1-6.2 | Homework 1 due; Homework 2 out (hw2code.zip) | ||
7 | 4/25/17 | Singular value decomposition (SVD) | 7 | |||
8 | 4/27/17 | SVD (cont'd) | Homework 2 due; Homework 3 out (hw3code.zip) |
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9 | 5/02/17 | Linear algebra review; nonlinear equations | 8.1 | Sample midterms: 2013, 2015, 2016 | ||
10 | 5/04/17 | Systems of nonlinear equations | 8.2 | HW3 due; Brief HW4 out (). | ||
11 | 5/09/17 | In-class midterm | ||||
12 | 5/11/17 | Unconstrained Optimization (Single variable) | 9.1-3 | Homework 5 out | ||
13 | 5/16/17 | Unconstrained Optimization (Multiple variables) | 9.4 | |||
14 | 5/18/17 | Constrained Optimization | 10 | Homework 5 due Fri; Homework 6 out | ||
15 | 5/23/17 | Conjugate gradients I: Gradient descent, setup | 11.1,11.2.1-2 | |||
Conjugate gradients II: Formulation, preconditioning, and variants | 11.2.3-5, 11.3-4 | |||||
16 | 5/25/17 | Interpolation | 13 | Homework 6 due Fri; Homework 7 out | ||
5/26/17 | Change of grading basis and course withdrawal deadline | |||||
17 | 5/30/17 | Integration and differentiation | 14 | |||
18 | 6/01/17 | Initial value problems and basics of ODE | 15.1-15.3.2 | |||
19 | 6/06/17 | Time-stepping strategies | 15.3.3-15.5 | Homework 7 due Tuesday (no late days) | ||
6/10/17 | Final exam, Sat June 10 @ 3:30-6:30pm (Room: NVIDIA Auditorium) | Sample finals: (2013), (2015), (2016) |