The following course schedule is tentative, and may be changed.

Week Date Topic Reading (GVL)
1 8/28 Matrix multiplication 1.1-1.3; notes; lec01timer.m
8/30 Matrix multiplication 1.4-1.5; part of 11.1; notes
2 9/2 Labor day — no lecture
9/4 Norms 2.1-2.3
9/6 Matrix calculus, singular values 2.4-2.5; notes
3 9/9 Sensitivity, conditioning, floating point 2.6-2.7
9/11 Sensitivity, conditioning, floating point 2.6-2.7
9/13 Sensitivity, conditioning, floating point 2.6-2.7
4 9/16 Triangular solves, starting LU 3.1-3.2
9/18 Schur complements and blocked factorization 3.2
9/20 Backward error in GE; pivoting; iterative refinement 3.3-3.4
5 9/23 Condition estimation and scaling 3.4-3.5
9/25 Structured linear systems 4.1-4.4
9/27 Structured linear systems 4.5-4.8
6 9/30 Matrices and graphs; tree matrices; nested dissection 11.1
10/2 Householder, Givens, and QR 5.1-5.2
10/4 Full rank least squares 5.3
7 10/7 Rank-deficient problems and tools 5.4-5.6
10/9 Rank-deficient problems and tools 5.4-5.6
10/11 Weighting and regularization 6.1
8 10/14 Fall break — no lecture
10/16 Intro to eigenvalue problems 7.1
10/18 Perturbation theory 7.2
9 10/21 Power iterations 7.3
10/23 Power iterations 7.3
10/25 Hessenberg and real Schur form 7.4
10 10/28 Practical QR 7.5
10/30 Intro to symmetric eigenproblems 8.1
11/1 Symmetric power iterations and QR 8.2-8.3
11 11/4 Other methods 8.4
11/6 Computing the SVD 8.6
11/8 Symmetric generalized problems 8.7
12 11/11 Lanczos and connections 10.1-10.3
11/13 Lanczos and connections 10.1-10.3
11/15 Lanczos and connections 10.1-10.3
13 11/18 Arnoldi and company 10.5
11/20 Classical iterations 11.2
11/22 Conjugate gradients 11.3
14 11/25 Other Krylov subspaces 11.4
11/27 Thanksgiving special
11/29 Thanksgiving recess — no lecture
15 12/2 Preconditioners 11.5
12/4 Multigrid 11.6
12/6 Review