Schedule
This schedule should be considered tentative and subject to change, at least until it actually takes place!
| Week | Day | Date | Notes and readings | HW |
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| Wed, | Jan 27 | Introduction |
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| Fri, | Jan 29 | Matrix manipulations |
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| 2 | Mon, | Feb 01 | Vector spaces, norms, singular values |
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| Wed, | Feb 03 | Sensitivity and conditioning |
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| Fri, | Feb 05 | Floating point |
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| 3 | Mon, | Feb 08 | Gaussian elimination and Cholesky |
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| Wed, | Feb 10 | Pivoting and blocking |
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| Fri, | Feb 12 | Conditioning, error estimation, and refinement |
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| 4 | Mon, | Feb 15 | February break | |
| Wed, | Feb 17 | Sparse and banded linear systems |
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| Fri, | Feb 19 | Other structured systems |
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| 5 | Mon, | Feb 22 | Intro to least squares |
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| Wed, | Feb 24 | Least squares and QR |
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| Fri, | Feb 26 | Ill-posedness and regularization |
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| 6 | Mon, | Feb 29 | Weighted and constrained least squares |
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| Wed, | Mar 02 | Why eigenvalue problems? (Bindel away) |
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| Fri, | Mar 04 | Eigenvalue problem background (Bindel away) |
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| 7 | Mon, | Mar 07 | Power methods and variants |
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| Wed, | Mar 09 | From subspace to QR iteration |
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| Fri, | Mar 11 | Hessenberg, tridiagonal, and bidiagonal |
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| 8 | Mon, | Mar 14 | Nonlinear equations in 1D (Bindel away) |
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| Wed, | Mar 16 | Nonlinear equations in 1D (Bindel away) |
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| Fri, | Mar 18 | Optimization in 1D (Bindel away) |
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| 9 | Mon, | Mar 21 | Stationary iterations (Bindel away) |
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| Wed, | Mar 23 | Krylov subspaces and CG (Bindel away) |
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| Fri, | Mar 25 | Preconditioning |
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| 10 | Mon, | Mar 28 | Spring break | |
| Wed, | Mar 30 | Spring break | ||
| Fri, | Apr 01 | Spring break | ||
| 11 | Mon, | Apr 04 | Nonlinear equations and optimization |
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| Wed, | Apr 06 | Newton in many dimensions |
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| Fri, | Apr 08 | Quasi-Newton and other iterations |
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| 12 | Mon, | Apr 11 | No lecture (Bindel away) |
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| Wed, | Apr 13 | Line search, trust region, globalization |
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| Fri, | Apr 15 | Homotopy and continuation |
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| 13 | Mon, | Apr 18 | Derivative-free methods |
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| Wed, | Apr 20 | Constraints and multipliers |
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| Fri, | Apr 22 | Penalties and active sets |
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| 14 | Mon, | Apr 25 | Project 3 tips and tricks |
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| Wed, | Apr 27 | Spectral optimizers and equation solvers |
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| Fri, | Apr 29 | Nonlinear least squares solvers |
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| 15 | Mon, | May 02 | Special topics (RandNLA) |
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| Wed, | May 04 | Special topics (RandNLA) |
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| Fri, | May 06 | Special topics (RandNLA) |
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| 16 | Mon, | May 09 | Review |
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| Wed, | May 11 | Review |
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| Fri, | May 13 | No class, instruction over! |
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