| 1/15 | Course overview
Course survey due |
| 1/17 | Read Lecture 1
Linear algebra review and Basic Linear Algebra Subroutines |
| 1/22 | Read Appendix and watch
Getting Started with MATLAB
MATLAB demo and exercises |
| 1/24 | Read Lecture 2 and Lecture 3
Orthogonality and Norms |
| 1/29 | Read Lecture 4 and Lecture 5
Singular Value Decomposition Quiz 1 |
| 1/31 | Catch-up day
Problem Set 1 due |
| 2/5 | Read Lecture 7
QR factorization |
| 2/7 | Read Lecture 6 and Lecture 8
Orthogonal projecors and Gram-Schmidt orthogonalization |
| 2/12 | Read Lecture 10
Householder triangularization Quiz 2 |
| 2/14 | Read Lecture 11
Solving least squares problems and LAPACK QR Problem Set 2 due |
| 2/19 | Read Lecture 13
Floating point arithmetic |
| 2/21 | Read Lecture 12
Conditioning and condition numbers |
| 2/26 | Read Lecture 14
Stability Quiz 3 |
| 2/28 | Catch-up day
Problem Set 3 due |
| 3/5 | MIDTERM |
| 3/7 | No class |
| 3/12 | SPRING BREAK |
| 3/14 | SPRING BREAK |
| 3/19 | Read Lecture 17 and Lecture 23
Substitution and Cholesky factorization |
| 3/21 | Read Lecture 20 and Lecture 21
Gaussian elimination with partial pivoting |
| 3/26 | Read Lecture 22
Stability of LU and Cholesky Quiz 4 |
| 3/28 | LAPACK LU and Cholesky
Project Proposal due |
| 4/2 | Read Lecture 24 and Lecture 25
Overview of eigenvalue problems algorithms |
| 4/4 | Read Lecture 26
Reduction to condensed forms Problem Set 4 due |
| 4/9 | Read Lecture 27 and Lecture 28
Eigenvalue algorithms Quiz 5 |
| 4/11 | Read Lecture 31
Computing the SVD |
| 4/16 | Read Lecture 32
Overview of iterative methods |
| 4/18 | Sparse matrix storage and SpMV
Problem Set 5 due |
| 4/23 | TBD |
| 4/25 | TBD |
| 4/30 | FINAL EXAM (9am) |