Instructor: Anil Damle
Office hours: Tuesday and Thursday (starting August 24) from 10:30 AM - 11:30 AM in 423 Gates Hall, or by appointment. No office hours will be held on November 7 or 9 due to instructor travel
Lectures: Tuesday and Thursday from 1:25 pm till 2:40 pm in Hollister Hall 320
Course overview: Matrices and linear systems can be data-sparse in a wide variety of ways, and we can often leverage such underlying structure to perform matrix computations efficiently. This course will discuss several varieties of structured problems and associated algorithms. Example topics include randomized algorithms for numerical linear algebra, Krylov subspace methods, sparse recovery, and assorted matrix factorizations.
Your grade in this course is comprised of two components: scribing lectures (think of these as individualized homeworks) and a course project. The final grade will be heavily weighted towards the project. While these assignments constitute the workload for the course, I encourage you to look further into the given references for any topics that you find particularly interesting. There is far more to many of these topics than we will have time to cover in this course.
You will be responsible for scribing two lectures given in this course. Scribing a lecture involves not just taking good notes and typesetting them, but also elaborating on points you find interesting, filling in details, example implementations and simple numerical experiments (if appropriate), and adding references as needed. Therefore, I recommend picking a topic you find interesting as this can provide a good opportunity to learn more. It would be reasonable to think of these as two homeworks for the class. An example set of scribed notes (not from this class but on a relevant topic) may be found here.
The notes will be due one week after the class you are scribing occurs (let me know if you need a short extension) and will be posted online. In lieu of immediate grading of the notes, I will provide feedback and, potentially, ask for a revised version in a timely manner.
The current lecture scribing assignments are available here.
As part of this course you will be required to complete a course project on a topic of your choosing (some examples will be added here in the near future and given in class). This may be done individually or in groups of up to three students (flexible), though the scope should be scaled accordingly. While the project should contain a mix of implementation, application examples, and theoretical discussion. However, depending on the specific topic the relative composition of the project may vary as appropriate. Further details are available here.
As part of the project you will write a report and present your work in the final week of the course. The specifics of how the presentations work logistically is subject to change pending the final enrollment count for the course. A two page proposal is due on October 26 (I am happy to discuss ideas at any time) and the final report is due on December 11 at 4:30 PM
There is no one textbook that covers all of the material for this course — in fact, there is no required text for this course. In lieu of that, a collection of references (textbooks, papers, and notes) will be progressively added that cover various aspects of the course.
A tentative, high-level schedule for the course is available here — it may be subject to minor revisions.
Scribed notes will be added here throughout the course.
Lecture 1 — introduction and course overview
Lecture 12 — no scribed notes
Lecture 15 — no class due to fall break
The Cornell Code of Academic Integrity applies to this course.
In compliance with the Cornell University policy and equal access laws, I am available to discuss appropriate academic accommodations that may be required for student with disabilities. Requests for academic accommodations are to be made during the first three weeks of the semester, except for unusual circumstances, so arrangements can be made. Students are encouraged to register with Student Disability Services to verify their eligibility for appropriate accommodations.