Schedule

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

Week Day Date Notes and readings HW
1 Mon, Jan 19 MLK Day
Wed, Jan 21

Getting-to-know you quiz, course logistics, and intro to nonlinear equations in 1D
Fri, Jan 23

One-dimensional nonlinear equations
  • Read Ch 1
  • Read 3.1-3.4
2 Mon, Jan 26

How to think about matrix multiply CANCELED

Wed, Jan 28

Vector spaces, norms, singular values CANCELED

  • Read 4.1-4.2
Fri, Jan 30

Whirlwhind review of LA, part 1
3 Mon, Feb 02

Whirlwind review of LA, part 2
  • Read 4.3-4.4
  • Read notes
  • PS3 out
Wed, Feb 04

Sensitivity of linear systems and floating point
  • Read 5.8 and Ch 2
  • Read notes
  • PS1 due
Fri, Feb 06

Sensitivity of linear systems and floating point; iterative refinement
4 Mon, Feb 09

Guest lecture: Gaussian elimination
  • Read 5.1-5.2
  • PS3 due
  • PS4 out
Wed, Feb 11

Pivoting and blocking; Cholesky
  • Read 5.4-5.5
Fri, Feb 13

Finish Cholesky; conditioning and error estimation
  • Read 5.8
5 Mon, Feb 16 February Break
Wed, Feb 18

Banded and sparse Gaussian elimination
Fri, Feb 20

Banded and sparse Gaussian elimination
6 Mon, Feb 23

Least squares, geometry and normal equations, sensitivity
  • Read 6.1
  • PS5 out
Wed, Feb 25

Gram-Schmidt and Householder QR
  • Read 6.2-6.3
Fri, Feb 27

Weighted and constrained least squares
7 Mon, Mar 02

Review
  • PP1 due
  • PS5 due
Wed, Mar 04

In-class midterm
Fri, Mar 06

Intro to iterative methods
  • PP1 reviews
  • Read 7.1-7.3
  • Notes
8 Mon, Mar 09

Stationary methods, continued
  • Read 7.4-7.5
  • PP1 final
  • PP2 out
  • Notes
Wed, Mar 11

Conjugate gradients and Krylov subspaces
Fri, Mar 13

CG and company, preconditioning
9 Mon, Mar 16

Guest lecture: Intro to eigenproblems
Wed, Mar 18

Power method and subspace iteration
  • Read 8.1
  • PP2 due
  • PS6 out
Fri, Mar 20

Power methods and variants
10 Mon, Mar 23

Singular value methods
  • Read 8.2
  • PP2 reviews
Wed, Mar 25

Eigensolver iterations
  • Read 8.3
Fri, Mar 27

Templates for eigenproblems
  • PP2 final
  • PS6 due
11 Mon, Mar 30 Spring Break
Wed, Apr 01 Spring Break
Fri, Apr 03 Spring Break
12 Mon, Apr 06

Newton for nonlinear systems; read 9.1
  • PS7 out
Wed, Apr 08

Line search, trust regions, globalization
Fri, Apr 10

Newton for optimization
  • Read 9.2
13 Mon, Apr 13

Quasi-Newton methods
  • PS7 due
  • PP3 out
Wed, Apr 15

Continuation methods
Fri, Apr 17

Problem session
14 Mon, Apr 20

Optimization basics
  • Re-read 9.2
  • PS8 out
Wed, Apr 22

Dealing with constraints
  • Read 9.3
  • PP3 due
Fri, Apr 24

Global optimization
15 Mon, Apr 27

Special topics
  • PS8 due
  • PP3 reviews
  • PS9 out
Wed, Apr 29

Special topics
Fri, May 01

Special topics
  • PP3 final
16 Mon, May 04

Review
  • PS9 due
Wed, May 06

Review