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


Fri, Jan 24

Matrix manipulations

2 Mon, Jan 27

Vector spaces, norms, singular values

Wed, Jan 29

Sensitivity and conditioning

Fri, Jan 31

Floating point

3 Mon, Feb 03

Floating point

Wed, Feb 05

Gaussian elimination and Cholesky

Tue, Feb 07 Cornell snow day
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

5 Mon, Feb 17

Intro to least squares

Wed, Feb 19

Least squares and QR

Fri, Feb 21

Ill-posedness and regularization

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

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

13 Mon, Apr 13

Nonlinear equations and optimization

Wed, Apr 15

Newton in many dimensions

Fri, Apr 17

Modified Newton iterations

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

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