| Day |
Date |
Lecture Topic |
Chapter |
Events and Deadlines |
| Thu |
Aug 23 |
Matrix-Vector Multiplication |
1 |
|
| Tue |
Aug 28 |
Orthogonal Vectors and Matrices |
2 |
|
| Thu |
Aug 30 |
Norms |
3 |
|
| Tue |
Sep 4 |
Singular Value Decomposition |
4, 5 |
|
| Thu |
Sep 6 |
Projectors |
6 |
|
| Tue |
Sep 11 |
QR Factorization and Gram-Schmidt |
7, 8 |
|
| Thu |
Sep 13 |
Householder Triangularization |
10 |
|
| Tue |
Sep 18 |
Least Squares Problems |
11 |
|
| Thu |
Sep 20 |
Conditioning and Condition Numbers |
12 |
|
| Tue |
Sep 25 |
Floating Point Arithmetic |
13 |
|
| Thu |
Sep 27 |
Stability |
14, 15 |
|
| Tue |
Oct 2 |
Stability of Householder Triangularization |
16 |
project proposal due |
| Thu |
Oct 4 |
Stability of Back Substitution |
17 |
|
| Tue |
Oct 9 |
Conditioning of Least Squares Problems |
18 |
|
| Thu |
Oct 11 |
Stability of Least Squares Algorithms |
19 |
|
| Tue |
Oct 16 |
Gaussian Elimination and Pivoting |
20, 21 |
|
| Thu |
Oct 18 |
Stability of Gaussian Elimination |
22 |
|
| Tue |
Oct 23 |
Cholesky Factorization |
23 |
|
| Thu |
Oct 25 |
Eigenvalue Problems and Algorithms |
24, 25 |
|
| Tue |
Oct 30 |
Reduction to Hessenberg or Tridiagonal Form |
26 |
|
| Thu |
Nov 1 |
Rayleigh Quotient, Inverse Iteration |
27 |
project progress report due |
| Tue |
Nov 6 |
QR Iteration |
28, 29 |
|
| Thu |
Nov 8 |
Other Eigenvalue Algorithms and Computing SVD |
30, 31 |
|
| Tue |
Nov 13 |
Overview of Iterative Methods |
32 |
|
| Thu |
Nov 15 |
Arnoldi Iteration |
33, 34 |
|
| Tue |
Nov 20 |
Fall Break |
| Thu |
Nov 22 |
| Tue |
Nov 27 |
GMRES |
35 |
|
| Thu |
Nov 29 |
Lanczos Iteration and Conjugate Gradients |
36, 38 |
|
| Tue |
Dec 4 |
Biorthogonalization Methods |
39 |
|
| Thu |
Dec 6 |
Preconditioning |
40 |
project final report due |
| Tue |
Dec 11 |
Final Exam,
1:30 – 4:30 PM, 1302 Siebel Center
|
