This schedule should be considered tentative and subject to change, at least until it actually takes place!

Week Day Date Notes and readings HW
Wed, Jan 25


Fri, Jan 27

Matrix manipulations

2 Mon, Jan 30

Vector spaces, norms, singular values

Wed, Feb 01

Sensitivity and conditioning

Fri, Feb 03

Floating point

  • HW1 due
3 Mon, Feb 06

Floating point

Wed, Feb 08

Gaussian elimination and Cholesky

Fri, Feb 10

Pivoting and blocking

  • HW2 due
4 Mon, Feb 13

Conditioning, error estimation, and refinement of linear systems

Wed, Feb 15

Sparse and banded

Fri, Feb 17

Other structured systems

5 Mon, Feb 20 February break
Wed, Feb 22

Intro to least squares

(Bindel away)

Fri, Feb 24

Least squares and QR

6 Mon, Feb 27

Ill-posedness and regularization

Wed, Mar 01

Ill-posedness and regularization

(Bindel away)

Fri, Mar 03


(Bindel away)

  • P1 due
7 Mon, Mar 06

Eigenvalue problem background

  • HW3 due
Wed, Mar 08

From power methods to QR iteration

Fri, Mar 10

Hessenberg, tridiagonal, and bidiagonal

8 Mon, Mar 13

Nonlinear equations in 1D

(Bindel away)

  • MT due
Wed, Mar 15

Cancelled (weather)

(Bindel away)

Fri, Mar 17

Nonlinear equations in 1D

9 Mon, Mar 20

Optimization in 1D

Wed, Mar 22

Stationary iterations

Fri, Mar 24

Krylov subspaces and CG

10 Mon, Mar 27


Wed, Mar 29

Nonlinear equations and optimization

Fri, Mar 31

Newton in many dimensions

11 Mon, Apr 03 Spring break
Wed, Apr 05 Spring break
  • P2 due
Fri, Apr 07 Spring break
12 Mon, Apr 10

Modified Newton iterations

Wed, Apr 12

Quasi-Newton and other iterations

Fri, Apr 14

Gradient methods

13 Mon, Apr 17

Line search and globalization

  • HW4 due
Wed, Apr 19

Trust regions

Fri, Apr 21

Homotopy and continuation

14 Mon, Apr 24

Constraints and multipliers

Wed, Apr 26

Methods for equality constraints

Fri, Apr 28

Methods for inequality constraints

  • P3 due
15 Mon, May 01

Iteratively reweighted least squares

Wed, May 03

Variable projection and stochastic method

Fri, May 05

Derivative free methods

  • HW5 due
16 Mon, May 08


Wed, May 10


Fri, May 12 No class, instruction over!
  • HW6 due