Course Schedule
Lecture topics, slides, and homeworks listed on future dates are likely to change as the course progresses. Future homeworks and materials are unlinked.
# | Date | Topic | Section in Book | Slides | Announcements | Code |
| 1 | 1/09/17 | Introduction; numerics; error analysis | 1-2 |  |
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| 2 | 1/11/18 | Linear systems and LU | 3 | | Homework 0 out |  |
| 4 | 1/16/18 | Norms, sensitivity and conditioning | 4.3 | | | |
| 3 | 1/18/18 | Designing linear systems (incl. least-squares); special structure (Cholesky, sparsity) | 4.1-4.2 | | Homework 0 due; Homework 1 out | |
| 5 | 1/23/18 | Column spaces and QR | 5 | | | |
| 6 | 1/25/18 | Eigenproblems: How they arise, properties, Spectral Thm | 6.1-6.2 | | Homework 1 due; Homework 2 out | |
| 7 | 1/30/18 | Eigenproblems (cont'd) | | |||
| 8 | 2/01/18 | Eigenproblems II: Algorithms, conditioning | 6.3-6.5 | | Homework 2 due; Homework 3 out |
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| 9 | 2/06/18 | Singular Value Decomposition (SVD) | 7 | | | |
| 10 | 2/08/18 | SVD (cont'd); Linear algebra review | | HW3 due; Brief HW4 out. | ||
| 11 | 2/13/18 | In-class midterm | Sample midterms: 2013, 2015, 2016, 2017 | |||
| 12 | 2/15/18 | Nonlinear equations | 8.1 | | HW4 due Fri. Homework 5 out (starterCode) | |
| 13 | 2/20/18 | Systems of nonlinear equations | 8.2 | | ||
| 14 | 2/22/18 | Unconstrained Optimization (Single variable) | 9.1-3 | | Homework 5 due; Homework 6 out (starterCode) | |
| 15 | 2/27/18 | Unconstrained Optimization (Multiple variables) | 9.4 | | ||
| 16 | 3/01/18 | Constrained Optimization | 10 | | Homework 6 due; Homework 7 out (starterCode ) | |
| 17 | 3/06/18 | 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 | | ||||
| 3/02/18 | Change of grading basis and course withdrawal deadline | |||||
| 18 | 3/08/18 | Interpolation | 13 | | Homework 7 due; Homework 8 out | |
| 19 | 3/13/18 | Integration and differentiation | 14 | |  | |
| 20 | 3/15/18 | Conclusion | | HW8 Due Friday | ||
| 3/20/18 | FINAL EXAM. Tuesday, March 20, 2018 @ 3:30-6:30pm (Gates B3) | Sample finals: (2013), (2015), (2016) (2017) |