Course Schedule

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




Section in Book




14/4/17Introduction; numerics; error analysis1-2 Visit
24/06/17Linear systems and LU3 Homework 0 out
44/11/17Norms, sensitivity and conditioning4.3
34/13/17Designing linear systems (incl. least-squares);
special structure (Cholesky, sparsity)
4.1-4.2 Homework 0 due; Homework 1 out
54/18/17Column spaces and QR 5
64/20/17Eigenproblems: How they arise, properties, Spectral Thm 6.1-6.2Homework 1 due; Homework 2 out
74/25/17Singular value decomposition (SVD)7
84/27/17SVD (cont'd) Homework 2 due; Homework 3 out
95/02/17Linear algebra review; nonlinear equations8.1Sample midterms: 2013, 2015, 2016
105/04/17Systems of nonlinear equations8.2 HW3 due; Brief HW4 out ().
115/09/17In-class midterm
125/11/17Unconstrained Optimization (Single variable)9.1-3Homework 5 out
135/16/17Unconstrained Optimization (Multiple variables)9.4
145/18/17Constrained Optimization10Homework 5 due Fri; Homework 6 out
155/23/17Conjugate gradients I: Gradient descent, setup11.1,11.2.1-2
Conjugate gradients II: Formulation, preconditioning, and variants11.2.3-5, 11.3-4
165/25/17Interpolation13 Homework 6 due Fri; Homework 7 out
5/26/17Change of grading basis and course withdrawal deadline
175/30/17Integration and differentiation14
186/01/17Initial value problems and basics of ODE15.1-15.3.2
196/06/17Time-stepping strategies15.3.3-15.5Homework 7 due Tuesday (no late days)
6/10/17Final exam, Sat June 10 @ 3:30-6:30pm (Room: NVIDIA Auditorium)Sample finals: (2013), (2015), (2016)