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
	Wed,	Jan 22	Introduction
	Fri,	Jan 24	Matrix manipulations	HW 1 (due 1/31)
2	Mon,	Jan 27	Vector spaces, norms, singular values
	Wed,	Jan 29	Sensitivity and conditioning
	Fri,	Jan 31	Floating point	HW 2 (due 2/7)
3	Mon,	Feb 03	Floating point
	Wed,	Feb 05	Gaussian elimination and Cholesky
	Tue,	Feb 07	Cornell snow day	HW 3 (due 2/14)
4	Mon,	Feb 10	Pivoting and blocking
	Wed,	Feb 12	Conditioning, error estimation, and refinement of linear systems
	Fri,	Feb 14	Sparse, banded, and structured solves	HW 4 due (2/21)
5	Mon,	Feb 17	Intro to least squares
	Wed,	Feb 19	Least squares and QR
	Fri,	Feb 21	Ill-posedness and regularization	P1 (due 3/6)
6	Mon,	Feb 24	February break
	Wed,	Feb 26	Ill-posedness and regularization
	Fri,	Feb 28	Applications of eigenvalue problems
7	Mon,	Mar 02	Power iteration
	Wed,	Mar 04	From power methods to QR iteration
	Fri,	Mar 06	Hessenberg, tridiagonal, and bidiagonal	Midterm (due 4/6)
8	Mon,	Mar 09	Nonlinear equations in 1D
	Wed,	Mar 11	Nonlinear equations in 1D
	Fri,	Mar 13	Nonlinear equations in 1D
9	Mon,	Mar 16	Spring break (COVID)
	Wed,	Mar 18	Spring break (COVID)
	Fri,	Mar 20	Spring break (COVID)
10	Mon,	Mar 23	Spring break (COVID)
	Wed,	Mar 25	Spring break (COVID)
	Fri,	Mar 27	Spring break (COVID)
11	Mon,	Mar 30	Spring break
	Wed,	Apr 01	Spring break
	Fri,	Apr 03	Spring break
12	Mon,	Apr 06	Optimization in 1D
	Wed,	Apr 08	Contractions and fixed points
	Fri,	Apr 10	Iterative linear solvers	HW 5 (due 4/17)
13	Mon,	Apr 13	Nonlinear equations and optimization
	Wed,	Apr 15	Newton in many dimensions
	Fri,	Apr 17	Modified Newton iterations	HW 6 (due 4/24)
14	Mon,	Apr 20	Quasi-Newton and other iterations
	Wed,	Apr 22	Gradient methods for optimization
	Fri,	Apr 24	Line search and globalization
15	Mon,	Apr 27	Trust regions	HW 7 (due 5/11)
	Wed,	Apr 29	Homotopy and continuation
	Fri,	May 01	Constraints and multipliers
16	Mon,	May 04	Methods for equality constraints
	Wed,	May 06	Methods for inequality constraints
	Fri,	May 08	Catch-up and review
17	Mon,	May 11	Review	Final (due 5/18)