Schedule
This schedule should be considered tentative and subject to change, at least until it actually takes place! In addition to class notes, I have compiled some background notes that may be helpful.
Week  Day  Date  Notes and readings  HW 

2  Mon,  Jan 24  Introduction 

Wed,  Jan 26  Matrix manipulations 

Fri,  Jan 28  Vector spaces, norms, singular values 

3  Mon,  Jan 31  Matrices, norms, sensitivity and conditioning 

Wed,  Feb 02  Matrices, norms, sensitivity and conditioning 

Fri,  Feb 04  Snow day (was to be floating point) 


4  Mon,  Feb 07  Floating point 

Wed,  Feb 09  Gaussian elimination and Cholesky 

Fri,  Feb 11  Pivoting and blocking 


5  Mon,  Feb 14  Conditioning, error estimation, and refinement of linear systems 

Wed,  Feb 16  Sparse, banded, and structured solves 

Fri,  Feb 18  Other structured systems (Bindel away) 

6  Mon,  Feb 21  Intro to least squares 

Wed,  Feb 23  Least squares and QR 

Fri,  Feb 25  Illposedness and regularization 

7  Mon,  Feb 28  February break  
Wed,  Mar 02  Illposedness and regularization 

Fri,  Mar 04  Applications of eigenvalue problems 


8  Mon,  Mar 07  Power iteration 

Wed,  Mar 09  From power methods to QR iteration 

Fri,  Mar 11  Hessenberg, tridiagonal, and bidiagonal 

9  Mon,  Mar 14  Stationary iterations 

Wed,  Mar 16  GaussSeidel convergence, extrapolation 

Fri,  Mar 18  Krylov subspace iterations 

10  Mon,  Mar 21  Nonlinear equations in 1D (Bindel away) 

Wed,  Mar 23  Nonlinear equations in 1D (Bindel away) 

Fri,  Mar 25  Optimization in 1D (Bindel away) 


11  Mon,  Mar 28  Nonlinear equations and optimization 

Wed,  Mar 30  Newton in many dimensions 

Fri,  Apr 01  Gradient descent and Newton for optimization 


12  Mon,  Apr 04  Spring break  
Wed,  Apr 06  Spring break  
Fri,  Apr 08  Spring break  
13  Mon,  Apr 11  GaussNewton and nonlinear least squares 

Wed,  Apr 13  Modified Newton iterations 

Fri,  Apr 15  QuasiNewton and other iterations 

14  Mon,  Apr 18  Line search and globalization 

Wed,  Apr 20  Trust regions 

Fri,  Apr 22  Homotopy and continuation 


15  Mon,  Apr 25  Constraints and multipliers 

Wed,  Apr 27  Methods for equality constraints 

Fri,  Apr 29  Methods for inequality constraints 


16  Mon,  May 02  CANCELED (illness) 

Wed,  May 04  Derivative free methods 

Fri,  May 06  Review 

17  Mon,  May 09  Review 
