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
1	Tue,	Aug 23	Introduction and linear algebra review	HW 1 (due 9/6)
	Thu,	Aug 25	Matrix calculus, sensitivity, conditioning
2	Tue,	Aug 30	Matrix representations and operations [NB (Julia)][NB (HTML)]
	Thu,	Sep 01	Floating point and error analysis [NB (Julia)][NB (HTML)]
3	Tue,	Sep 06	Floating point error, backward error analysis, conditioning	HW 2 (due 9/13)
	Thu,	Sep 08	Gaussian elimination and Cholesky I (Bindel away) [Work NB (Julia)][Work NB (HTML)]
4	Tue,	Sep 13	Gaussian elimination and Cholesky II	HW 3 (due 9/20)
	Thu,	Sep 15	Sparse direct solvers
5	Tue,	Sep 20	Introduction to least squares	HW 4 (due 9/27)
	Thu,	Sep 22	Householder, Givens, and QR factorization [NB (Julia)][NB (HTML)]
6	Tue,	Sep 27	Sensitivity analysis and ill-posedness (Bindel away)	Midterm (due 10/7)
	Thu,	Sep 29	Rank deficiency and regularization (Bindel away)
7	Tue,	Oct 04	Constraints, sparsity, and projectors
	Thu,	Oct 06	Matrix nearness problems
8	Tue,	Oct 11	Fall break
	Thu,	Oct 13	Introduction to eigenvalues	HW 5 (due 10/25)
9	Tue,	Oct 18	Perturbation theory
	Thu,	Oct 20	Power method and subspace iteration
10	Tue,	Oct 25	Hessenberg QR iteration	HW 6 (due 11/01)
	Thu,	Oct 27	Theory for SEP and SVD
11	Tue,	Nov 01	Solvers for SEP and SVD	HW 7 (due 11/08)
	Thu,	Nov 03	Other eigenvalue problems
12	Tue,	Nov 08	Stationary iterations	HW 8 (due 11/15)
	Thu,	Nov 10	Approximation from Krylov subspaces
13	Tue,	Nov 15	Lanczos and Arnoldi factorization	HW 9 (due 11/22)
	Thu,	Nov 17	CG and GMRES
14	Tue,	Nov 22	Preconditioning
	Thu,	Nov 24	Thanksgiving
15	Tue,	Nov 29	Krylov for eigenproblems	Final (due date 12/14)
	Thu,	Dec 01	Review