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.




Section in Book




11/09/17Introduction; numerics; error analysis1-2 Visit
21/11/18Linear systems and LU3 Homework 0 out
41/16/18Norms, sensitivity and conditioning4.3
31/18/18Designing linear systems (incl. least-squares);
special structure (Cholesky, sparsity)
4.1-4.2 Homework 0 due; Homework 1 out
51/23/18Column spaces and QR 5
61/25/18Eigenproblems: How they arise, properties, Spectral Thm 6.1-6.2Homework 1 due; Homework 2 out
71/30/18Singular value decomposition (SVD)7
82/01/18SVD (cont'd) Homework 2 due; Homework 3 out
92/06/18Linear algebra review; nonlinear equations8.1Sample midterms: 2013, 2015, 2016
102/08/18Systems of nonlinear equations8.2 HW3 due; Brief HW4 out ().
112/13/18In-class midterm
122/15/18Unconstrained Optimization (Single variable)9.1-3Homework 5 out
132/20/18Unconstrained Optimization (Multiple variables)9.4
142/22/18Constrained Optimization10Homework 5 due Fri; Homework 6 out
152/27/18Conjugate gradients I: Gradient descent, setup11.1,11.2.1-2
Conjugate gradients II: Formulation, preconditioning, and variants11.2.3-5, 11.3-4
163/01/18Interpolation13 Homework 6 due Fri; Homework 7 out
3/02/18Change of grading basis and course withdrawal deadline
173/06/18Integration and differentiation14
183/08/18Initial value problems and basics of ODE15.1-15.3.2
193/13/18Time-stepping strategies15.3.3-15.5Homework 7 due Tuesday (no late days)
3/20/18Final exam, Tuesday, March 20, 2018 @ 3:30-6:30pm (Room: TBD)Sample finals: (2013), (2015), (2016) (2017)