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	Mon,	Aug 25	Introduction and linear algebra review [slides]	HW 1 (due 9/8)
	Wed,	Aug 27	Matrix calculus, sensitivity, conditioning [slides]
2	Mon,	Sep 01	Labor day
	Wed,	Sep 03	Matrix representations and operations [slides]
3	Mon,	Sep 08	Floating point and error analysis [slides]	HW 2 (due 9/15)
	Wed,	Sep 10	Sums, dots, error in linear systems [slides]
4	Mon,	Sep 15	Gaussian elimination and Cholesky I [slides]	HW 3 (due 9/22)
	Wed,	Sep 17	Gaussian elimination and Cholesky II [slides]
5	Mon,	Sep 22	Sparse direct solvers [slides]	HW 4 (due 9/29)
	Wed,	Sep 24	Introduction to least squares [slides]
6	Mon,	Sep 29	Householder, Givens, and QR factorization [slides]	Midterm (due 10/10)
	Wed,	Oct 01	Sensitivity analysis and ill-posedness
7	Mon,	Oct 06	Rank deficiency and regularization
	Wed,	Oct 08	Constraints, sparsity, and projectors
8	Mon,	Oct 13	Fall break
	Wed,	Oct 15	Matrix nearness problems	HW 5 (due 10/27)
9	Mon,	Oct 20	Introduction to eigenvalues
	Wed,	Oct 22	Perturbation theory
10	Mon,	Oct 27	Power method and subspace iteration	HW 6 (due 11/03)
	Wed,	Oct 29	Hessenberg QR iteration
11	Mon,	Nov 03	Theory for SEP and SVD	HW 7 (due 11/10)
	Wed,	Nov 05	Solvers for SEP and SVD
12	Mon,	Nov 10	Stationary iterations	HW 8 (due 11/17)
	Wed,	Nov 12	Approximation from Krylov subspaces
13	Mon,	Nov 17	Lanczos and Arnoldi factorization	HW 9 (due 11/24)
	Wed,	Nov 19	CG and GMRES
14	Mon,	Nov 24	Preconditioning
	Wed,	Nov 26	Thanksgiving
15	Mon,	Dec 01	Krylov for eigenproblems	HW 10 (due 12/8)
	Wed,	Dec 03	Krylov for eigenproblems
16	Mon,	Dec 08	Review