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.
| Lecture | Date | Topics | Handouts | Dues |
|---|---|---|---|---|
| – | Course logistics | Logistics Introduction Unit 0 slides Unit 0 code Linear algebra review |
||
| 1 | Jan 21 |
Introduction; |
||
| 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 |
| 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 |
| Lecture | Date | Topics | Handouts | Dues |
|---|---|---|---|---|
| 12 | Feb 16 | Projectors |
Unit 2 slides Unit 2 code QR notes |
HW2 (Feb 17) |
| 13 | Feb 18 | |||
| 14 | Feb 20 | QR factorization | ||
| 15 | Feb 23 | Gram–Schmidt orthogonalization | ||
| 16 | Feb 25 | Householder triangularization | ||
| 17 | Feb 27 | Least squares problems |
| Lecture | Date | Topics | Handouts | Dues |
|---|---|---|---|---|
| 18 | Mar 2 | Conditioning and condition numbers |
Unit 3 slides Unit 3 code |
HW3 ( |
| 19 | Mar 4 | |||
| 20 (GL) | Mar 6 | Condition numbers and stability | ||
| 21 | Mar 9 | Stability |
| 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 |
| 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 |
| 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 | HW6 (Apr 28) | ||
| 39 | Apr 29 | More on CG | ||
| 40 | May 1 | Course review |