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 27


Fri, Jan 29

Matrix manipulations

2 Mon, Feb 01

Vector spaces, norms, singular values

Wed, Feb 03

Sensitivity and conditioning

Fri, Feb 05

Floating point

  • HW1 due
3 Mon, Feb 08

Gaussian elimination and Cholesky

Wed, Feb 10

Pivoting and blocking

Fri, Feb 12

Conditioning, error estimation, and refinement

  • HW2 due
4 Mon, Feb 15 February break
Wed, Feb 17

Sparse and banded linear systems

Fri, Feb 19

Other structured systems

5 Mon, Feb 22

Intro to least squares

Wed, Feb 24

Least squares and QR

Fri, Feb 26

Ill-posedness and regularization

  • P1 due
6 Mon, Feb 29

Weighted and constrained least squares

Wed, Mar 02

Why eigenvalue problems?

(Bindel away)

Fri, Mar 04

Eigenvalue problem background

(Bindel away)

  • HW3 due
7 Mon, Mar 07

Power methods and variants

Wed, Mar 09

From subspace to QR iteration

Fri, Mar 11

Hessenberg, tridiagonal, and bidiagonal

  • MT due
8 Mon, Mar 14

Nonlinear equations in 1D

(Bindel away)

Wed, Mar 16

Nonlinear equations in 1D

(Bindel away)

Fri, Mar 18

Optimization in 1D

(Bindel away)

9 Mon, Mar 21

Stationary iterations

(Bindel away)

Wed, Mar 23

Krylov subspaces and CG

(Bindel away)

Fri, Mar 25


  • P2 due
10 Mon, Mar 28 Spring break
Wed, Mar 30 Spring break
Fri, Apr 01 Spring break
11 Mon, Apr 04

Nonlinear equations and optimization

Wed, Apr 06

Newton in many dimensions

Fri, Apr 08

Quasi-Newton and other iterations

  • HW4 due
12 Mon, Apr 11

No lecture

(Bindel away)

Wed, Apr 13

Line search, trust region, globalization

Fri, Apr 15

Homotopy and continuation

  • HW5 due
13 Mon, Apr 18

Derivative-free methods

Wed, Apr 20

Constraints and multipliers

Fri, Apr 22

Penalties and active sets

14 Mon, Apr 25

Project 3 tips and tricks

Wed, Apr 27

Spectral optimizers and equation solvers

Fri, Apr 29

Nonlinear least squares solvers

15 Mon, May 02

Special topics (RandNLA)

Wed, May 04

Special topics (RandNLA)

Fri, May 06

Special topics (RandNLA)

  • P3 due
16 Mon, May 09


Wed, May 11


Fri, May 13 No class, instruction over!
  • HW6 due