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Planned schedule is tentative and may be adjusted depending on course progress.
GL are guest lectures.
Associated readings for each lecture are listed in the syllabus.

Unit 0: Fundamentals

Lecture Date Topics Handouts Dues
Course logistics Logistics
Introduction
Unit 0 slides
Unit 0 code
Linear algebra review
1 Jan 21 Introduction; matrix–vector multiplication
2 Jan 23 Matrix–vector multiplication
3 Jan 26 Orthogonal vectors and matrices
4 Jan 28 Norms
5 Jan 30 Eigenvalues and eigenvectors
6 Feb 2 Computer arithmetic and matrix visualization

Unit 1: Singular value decomposition (SVD)

Lecture Date Topics Handouts Dues
7 Feb 4 SVD: geometric picture, definitions Unit 1 slides
Unit 1 code
SVD notes
HW1 (Feb 3)
8 Feb 6 SVD: matrix properties
9 Feb 9 SVD: low-rank approximation, image processing
10 Feb 11 Principal component analysis (PCA)
11 (GL) Feb 13 SVD and PCA: extensions, applications

Unit 2: QR factorization and least squares

Lecture Date Topics Handouts Dues
12 Feb 16 Projectors Unit 2 slides
Unit 2 code
QR notes
HW2 (Feb 17)
13 Feb 18 QR factorization Projectors
14 Feb 20 QR factorization
15 Feb 23 Gram–Schmidt orthogonalization
16 Feb 25 Householder triangularization
17 Feb 27 Least squares problems

Unit 3: Conditioning and stability

Lecture Date Topics Handouts Dues
18 Mar 2 Conditioning and condition numbers Unit 3 slides
Unit 3 code
HW3 (Mar 3 Mar 5)
19 Mar 4 Stability Conditioning
20 (GL) Mar 6 Condition numbers and stability
21 Mar 9 Stability

Unit 4: Linear systems

Lecture Date Topics Handouts Dues
Mar 11 Mid-term exam Unit 4 slides
Unit 4 code
22 Mar 13 Gaussian elimination and LU factorization
23 (GL) Mar 16 Pivoting
24 (GL) Mar 18 Cholesky factorization
25 (GL) Mar 20 Complexity and timing algorithms

Unit 5: Eigenvalue problems

Lecture Date Topics Handouts Dues
26 Mar 23 Eigenvalue problems and definitions Unit 5 slides
Unit 5 code
HW4 (Mar 24)
27 Mar 25 Gershgorin theorem, eigenvalue sensitivity
28 Mar 27 Overview of eigenvalue algorithms, Hessenberg reduction
Mar 30 Spring break
Apr 1 Spring break
Apr 3 Spring break
29 Apr 6 Power method
30 Apr 8 Inverse iteration, Rayleigh quotient
31 Apr 10 QR algorithm without shifts

Unit 6: Iterative methods

Lecture Date Topics Handouts Dues
32 Apr 13 Overview of iterative methods Unit 6 slides
Unit 6 code
CG notes
HW5 (Apr 14)
33 Apr 15 Arnoldi iteration
34 Apr 17 More on Arnoldi iteration
35 Apr 20 Lanczos iteration
36 Apr 22 GMRES
37 Apr 24 More on GMRES
38 Apr 27 Preconditioning GMRES and Conjugate gradient HW6 (Apr 28)
39 Apr 29 More on CG
40 May 1 Course review