Part |
Day |
Lecture |
Topic
• Materials |
Due or Exam
• Assigned |
A |
Mon 8/23 |
1 |
matrix/vector thinking
|
|
A |
Wed 8/25 |
|
vector spaces, bases |
|
A |
Fri 8/27 |
|
intro to Matlab/Octave
|
|
B |
Mon 8/30 |
2 |
inner products and orthogonality |
A #1 DUE
|
B |
Wed 9/1 |
3 |
norms of vectors and matrices |
A #1 DUE |
B |
Fri 9/3 |
|
cont.
|
|
|
Mon 9/6 |
|
no class: Labor Day |
no class |
B |
Wed 9/8 |
|
cont. |
|
C |
Fri 9/10 |
4 |
singular value decomposition (SVD) |
A #2 DUE
|
C |
Mon 9/13 |
5 |
applications of SVD
|
|
C |
Wed 9/15 |
|
SVD existence theorem |
|
C |
Fri 9/17 |
|
by-hand calculation of SVD |
A #3 DUE |
C |
Mon 9/20 |
|
image compression
principal component analysis (PCA) |
|
D |
Wed 9/22 |
6 |
projectors |
|
D |
Fri 9/24 |
|
cont. |
|
D |
Mon 9/27 |
7 |
Gram-Schmidt process and QR factorization |
A #4 DUE
|
D |
Wed 9/29 |
8 |
modified Gram-Schmidt/operation count |
|
D |
Fri 10/1 |
|
Quarterterm Quiz
in class (F01) or proctored (FXA)
30 minutes |
Quarterterm Quiz |
D |
Mon 10/4 |
10 |
Householder reflections |
|
D |
Wed 10/6 |
11 |
least squares (QR, SVD, normal eqns) |
|
D |
Fri 10/8 |
|
cont. |
|
D |
Mon 10/11 |
|
cont. |
A #5 DUE |
E |
Wed 10/13 |
12 |
conditioning of problems |
|
E |
Fri 10/15 |
|
cont.
|
Midterm Exam |
E |
Mon 10/18 |
13 |
floating point arithmetic
|
A #6 DUE
|
E |
Wed 10/20 |
|
cont.
|
|
|
Fri 10/22 |
|
Midterm Exam
in class (F01) or proctored (FXA)
RESCHEDULED! |
Midterm Exam |
E |
Mon 10/25 |
14 |
backward stability of algorithms |
|
E |
Wed 10/27 |
15 |
cont. |
|
E |
Fri 10/29 |
|
cont. |
|
E |
Mon 11/1 |
16 |
theorem: backward-stable algorithms are safe on well-conditioned problems
backward stability of Householder QR |
A #7 DUE
|
E |
Wed 11/3 |
|
cont. |
|
E |
Fri 11/5 |
17,20 |
backward stability of back-substitution
Gauss elimination as LU
|
|
F |
Mon 11/8 |
|
cont. |
A #8 DUE
|
F |
Wed 11/10 |
21 |
LU with w. partial pivoting
|
|
F |
Fri 11/12 |
22 |
stability of LU |
|
F |
Mon 11/15 |
23 |
Cholesky decomposition |
A #9 DUE
|
G |
Wed 11/17 |
24 |
eigenvalues |
|
G |
Fri 11/19 |
|
cont. |
|
G |
Mon 11/22 |
25 |
computing eigenvalues |
|
|
Wed 11/24 |
|
no class: Thanksgiving |
no class |
|
Fri 11/26 |
|
no class: Thanksgiving |
no class |
G |
Mon 11/29 |
26 |
reduction to Hessenberg/tridiagonal form |
A #10 DUE |
G |
Wed 12/1 |
27 |
eigenvalue iterations |
|
H |
Fri 12/3 |
|
iterative methods demonstration |
|
|
Mon 12/6 |
|
no class: study for Final Exam |
no class |
|
Wed 12/8 |
|
Final Exam
take-home exam due 5 pm |
Final Exam |