Week |
Lecture |
Notes |
1 |
|
|
Jan 22 |
Preview |
Jan 24 |
Matrix Manipulations |
|
|
2 |
Jan 27 |
Matrix Set-Up |
Jan 29 |
Sparse Matlab, Benchmarking |
Jan 31 |
FFT, Wavelet Transforms |
|
|
3 |
Feb 3 |
Linear Systems & SVD |
Feb 5 |
LU Factorization |
Feb 7 |
Condition & Floating Point |
|
CV: 6.1, 6.3, 6.4 AG: 4.4, 5.1-5.5,5.8 |
ShowOrthog,
ShowSVD2,
ShowSVDImage |
ShowVector2Norm,
LTriSol,
UTriSol,
GE,
ShowGE |
LU.zip |
|
4 |
Feb 10 |
Pivoting for Stability |
Feb 12 |
Positive Definite Systems |
Feb 14 |
Cholesky |
|
|
5 |
|
Winter Break |
Feb 19 |
Banded Systems,
LDL |
Feb 21 |
Sparse Direct Methods |
|
AG: 5.6-5.7 |
6 |
Feb 24 |
Nonlinearity |
Feb 26 |
Newton and Bisection |
Feb 28 |
1-Dim Optimization |
Feb 28 is the Midterm cutoff
lecture |
CV: 8.1-8.2
ShowSPDopt
BetterRectangles MySqrt
ShowMySqrt |
AG: 3.1-3.5
NewtonFractals,
MathBookNewton,
Bisection,
ShowBisection,
GlobalNewton,
ShowGlobalNewton |
NewtonVsSecant,
Showfzero,
FindConj,
MiddleRoot,
Choose_f,
ShowGolden |
A3 Due March 1 |
|
7 |
Mar 3 |
Iterative Ax=b methods |
Mar 5 |
Steepest Descent |
Mar 7 |
Conjugate Gradient Methods |
|
|
8 |
Mar 10 |
Review |
Mar 12 |
In Class Midterm Exam |
Mar 14 |
Preconditioners |
|
|
9 |
Mar 17 |
Least Squares |
Mar 19 |
QR factorization |
Mar 21 |
SVD, Givens QR |
|
|
10 |
Mar 24 |
Symmetric Eigenproblem |
Mar 26 |
Lanczos Method |
Mar 28 |
Jacobi's Method |
|
|