| Part |
Day |
Section |
Topic / Materials |
Assigned / Due |
| A |
Fri 9/4 |
|
intro to Matlab/Octave
|
Assignment #1 |
|
Mon 9/7 |
|
no class: Labor Day |
|
| A |
Wed 9/9 |
1 |
column-oriented matrix-vector multiplication, matrix product |
|
| B |
Fri 9/11 |
|
... vector spaces and examples, bases |
|
| B |
Mon 9/14 |
2 |
inner product, adjoint, hermitian, orthogonal, unitary |
Assignment #2
A #1 DUE |
| B |
Wed 9/16 |
3 |
norms of vectors and matrices |
|
| B |
Fri 9/18 |
|
...
class18sept.m
|
|
| C |
Mon 9/21 |
4 |
the singular value decomposition (SVD) |
Assignment #3
A #2 DUE
|
| C |
Wed 9/23 |
|
... existence theorem |
|
| C |
Fri 9/25 |
|
... |
|
| C |
Mon 9/28 |
|
... by-hand calculation of SVD |
Assignment #4
A #3 DUE |
|
Wed 9/30 |
|
CLASS CANCELLED (SNOW) |
CLASS CANCELLED |
| C |
Fri 10/2 |
5 |
applications of SVD |
|
| C |
Mon 10/5 |
|
... compression of images
|
Assignment #5
slides "iterative.pdf"
A #4 DUE |
| D |
Wed 10/7 |
6 |
projectors |
|
|
Fri 10/9 |
|
Bueler absent
slides "iterative.pdf" |
|
| D |
Mon 10/12 |
7 |
Gram-Schmidt process and QR factorization
these are relevant to Assignment #6:
|
Assignment #6 |
| D |
Wed 10/14 |
|
... |
A #5 DUE |
| D |
Fri 10/16 |
|
... orthogonal polynomials
class16oct.m
|
|
| D |
Mon 10/19 |
8 |
modified Gram-Schmidt/operation count |
Assignment #7
A #6 DUE |
| D |
Wed 10/21 |
10 |
orthogonal triangularization; Householder reflections
Review notes for Midterm Quiz
|
|
| D |
Fri 10/23 |
|
... |
|
| D |
Mon 10/26 |
11 |
least squares (by QR, SVD and normal eqns)
class26oct.m
|
|
| D |
Wed 10/28 |
|
... |
A #7 DUE |
|
Fri 10/30 |
|
MIDTERM QUIZ
In class.
No book. No notes. No calculator. |
MIDTERM QUIZ |
| E |
Mon 11/2 |
12 |
conditioning of problems |
|
| E |
Wed 11/4 |
|
... |
Assignment #8 |
| E |
Fri 11/6 |
13 |
floating point arithmetic
Description of IEEE 754 floating point (PDF) |
|
| E |
Mon 11/9 |
14 |
backward stability of algorithms |
|
| E |
Wed 11/11 |
15 |
more stability (Theorem 15.1 = Fundamental Theorem of Numerical Analysis) |
A #8 DUE
Assignment #9 |
| E |
Fri 11/13 |
16 |
backward stability of Householder QR |
A #8 DUE |
| E |
Mon 11/16 |
17 |
backward stability of back-substitution |
|
| F |
Wed 11/18 |
20 |
Gauss elimination (=GE) as LU |
|
| F |
Fri 11/20 |
21 |
GE with w. partial pivoting
Theorem 16.0: unitary multiplication is backward stable (PDF) |
A #9 DUE |
| F |
Mon 11/23 |
22 |
stability of GE
class23nov.m |
A #9 DUE
Assignment #10 |
| F |
Wed 11/25 |
23 |
Cholesky |
|
|
Fri 11/27 |
|
no class: Thanksgiving Holiday |
|
| F |
Mon 11/30 |
|
... |
A #10 DUE |
| G |
Wed 12/2 |
24 |
eigenvalues: basics |
A #10 DUE
Assignment #11 |
| G |
Fri 12/4 |
25 |
eigenvalues: algorithms
class4dec.m |
|
| G |
Mon 12/7 |
26, 28 |
QR algorithm for eigenvalues: part I
qr-for-eigs.zip |
|
| G |
Wed 12/9 |
27 |
part II
Take-Home Final Exam (PDF) |
|
| H |
Fri 12/11 |
32 |
iterative methods: overview |
A #11 DUE |
| H |
Mon 12/14 |
35, 33 |
GMRES |
|
|
Thurs 12/17 |
|
FINAL EXAM DUE NOON |
Take-Home Final Exam (PDF)
FINAL EXAM DUE |