| Week | Date | Lectures, Notes | |
|---|---|---|---|
| 1 | 01/22 | Review of Matrices and Linear Maps | Lectures 1, 2, notes |
| 2 | 01/29 | Norms, Singular Value Decomposition | Lectures 3, 4, notes |
| 3 | 02/05 | Singular Value Decomposition, Projectors | Lectures 5, 6, notes |
| 4 | 02/12 | QR factorizations, Gram-Schmidt Method | Lectures 7, 8, 9, notes, Matlab session, clgs.m |
| 5 | 02/19 | Householder Triangularization, Least Squares | Lectures 9, 10, 11, notes, Matlab session, mgs.m |
| 6 | 02/26 | Conditioning, Stability | Lectures 12, 13, 14, notes, Matlab session, hello.m, house.m, formQ.m, lspoly.m |
| 7 | 03/05 | Stability of Specific Algorithms | Lectures 15, 16, 17, notes, Matlab session, interpequi.m, plotpoly.m |
| 03/12 | No class! (Spring Break) | ||
| 8 | 03/19 | Conditioning and Stability of Least Squares | Lectures 18, 19, notes |
| 9 | 03/26 | Gaussian Elimination | Lectures 20, 21, 22, notes |
| 10 | 04/02 | Cholesky Factorization, Eigenvalue Problems | Lectures 23, 24, 25, notes |
| 11 | 04/09 | First Eigenvalue Algorithms | Lectures 25, 26, 27, notes, Matlab session, deflate.m, rayleigh.m |
| 12 | 04/16 | QR Algorithm for Eigenvalues | Lectures 28, 29, notes, Matlab session |
| 13 | 04/23 | Further Eigenvalue Algorithms, SVD Computation | Lectures 30, 31, notes, Matlab session, jacobi.m, jacobi2.m, jacobireduce.m |
| 14 | 04/30 | Iterative Methods, Arnoldi & Lanczos Iterations | Lectures 32, 33, 34, 36, notes, Matlab session, arnoldi.m, lanczos.m |
| 15 | 05/07 | Final Exam | 7:30-10:15pm |