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
71/30/18Eigenproblems (cont'd)
82/01/18Eigenproblems II: Algorithms, conditioning 6.3-6.5 Homework 2 due; Homework 3 out
92/06/18Singular Value Decomposition (SVD) 7
102/08/18SVD (cont'd); Linear algebra reviewHW3 due; Brief HW4 out.
112/13/18In-class midterm Sample midterms: 2013, 2015, 2016, 2017
122/15/18Nonlinear equations8.1 HW4 due Fri. Homework 5 out (starterCode)
132/20/18Systems of nonlinear equations8.2
142/22/18Unconstrained Optimization (Single variable)9.1-3 Homework 5 due; Homework 6 out (starterCode)
152/27/18Unconstrained Optimization (Multiple variables)9.4
163/01/18Constrained Optimization10 Homework 6 due; Homework 7 out (starterCode )
173/06/18Conjugate gradients I: Gradient descent, setup11.1,11.2.1-2
Conjugate gradients II: Formulation, preconditioning, and variants11.2.3-5, 11.3-4
3/02/18Change of grading basis and course withdrawal deadline
183/08/18Interpolation13 Homework 7 due; Homework 8 out
193/13/18Integration and differentiation14
203/15/18Conclusion HW8 Due Friday
3/20/18FINAL EXAM. Tuesday, March 20, 2018 @ 3:30-6:30pm (Gates B3)Sample finals: (2013), (2015), (2016) (2017)