Course Schedule
Lecture topics, slides, and homeworks listed on future dates are likely to change as the course progresses.
# | Date | Topic | Course notes | Section in Heath | Slides | Video | Announcements |
| 1 | 9/23/13 | Introduction; numerics; error analysis | 0,1 | 1.1-1.3 |  |  | Homework 0 out |
| 2 | 9/25/13 | Linear systems and LU | 2 | 2.1-2.2, 2.4 | | | |
| 3 | 9/30/13 | More LU; conditioning and sensitivity | 3.3 | 2.3 | | | Homework 0 due; homework 1 out |
| 4 | 10/2/13 | Designing linear systems (incl. least-squares); special structure (Cholesky, sparsity) | 3.1-3.2 | 2.5 | | | |
| 5 | 10/7/13 | Column spaces and QR | 4 | 3.4-3.5 | | | Homework 1 due; homework 2 out |
| 6 | 10/9/13 | Eigenproblems: How they arise, properties | 5.1-5.3 | 4.1, 4.2, 4.4 | | | |
| 7 | 10/14/13 | Eigenproblems II: Algorithms | 5.4 | 4.5 | | | Homework 2 due; homework 3 out |
| 8 | 10/16/13 | Eigenproblems III: QR iteration, conditioning; singular value decomposition (SVD) | 6 | 3.6, 4.7 | | | |
| 9 | 10/21/13 | Nonlinear equations and convergence analysis | 7.1 | 5.1-5.5 | | | Homework 3 due; engineering challenge out |
| 10 | 10/23/13 | Systems of equations; optimization in one variable | 7.2-7.3, 8.1-8.3 | 5.1-5.5 | | | Old midterms: 2011, 2012 |
| 11 | 10/28/13 | In-class midterm | Engineering challenge due; homework 4 out | ||||
| 12 | 10/30/13 | Optimization: Multiple variables, constraints | 8.4, 9 | 6 | | | |
| 13 | 11/4/13 | Conjugate gradients I: Gradient descent, setup | 10.1, 10.2.1-2 | 11.5.5? | | | Homework 4 due; homework 5 out |
| 14 | 11/6/13 | Conjugate gradients II: Formulation, preconditioning, and variants | 10.2-10.5 | ? | | | |
| 15 | 11/11/13 | Interpolation | 11 | 7 | | | Homework 5 due; homework 6 out (starter code) |
| 16 | 11/13/13 | Numerical integration and differentiation | 12 | 8 | | | |
| 11/15/13 | Change of grading basis and course withdrawal deadline | ||||||
| 17 | 11/18/13 | Initial value problems and basics of ODE | 13.1-13.3.2 | 9.1-9.2 | | | Homework 6 due; homework 7 out |
| 18 | 11/20/13 | Time-stepping strategies | 13.3-13.4 | 9.3 | | | |
| 11/25/13 | Thanksgiving break; no class | ||||||
| 11/27/13 | Thanksgiving break; no class | Homework 8 out (starter code) | |||||
| 19 | 12/2/13 | PDE I: Examples/theory, derivative operators | 14.1-14.4 | 11.1-11.3 | | | Homework 7 due |
| 20 | 12/4/13 | PDE II: Basic solution techniques | 14.5 | 11.4 | | | |
| 12/9/13 | Homework 8 due | ||||||
| 12/12/13 | Final exam, 12:15pm-3:15pm (Gates B03) | 2011 midterm 2 |