# Numerical Linear Algebra

#### Review of Linear Algebra and MATLAB

 1/14 Introduction to the course 1/16 Read Lecture 1 and Appendix (The Definition of Numerical Analysis) BLAS classification and linear algebra review Course survey due 1/18 Watch Getting Started with MATLAB MATLAB demo

 1/21 MLK Day: No class 1/23 Read Lecture 2 Orthogonality 1/25 Read Lecture 3 Norms Quiz 1

 1/28 Read Lecture 4 SVD 1/30 Read Lecture 5 More on SVD 2/1 In-class MATLAB exercise Problem Set 1 due

#### Least Squares Problems

 2/4 Read Lectures 7-8 QR and Gram-Schmidt 2/6 CGS vs MGS vs Householder 2/8 Read Lecture 10 Householder triangularization Quiz 2

 2/11 Finish Householder QR 2/13 Read Lecture 11 Least squares problems 2/15 Speeding up Householder QR

#### Accuracy and Stability

 2/18 Read Lecture 13 Floating point arithmetic Problem Set 2 due 2/20 Overview of accuracy and stability 2/22 More on accuracy and stability
 2/25 Midterm review 2/27 IN-CLASS MIDTERM 3/1 No class

#### Linear Systems

 3/4 Read Lecture 17 Stability of back substitution 3/6 Read Lecture 23 Cholesky factorization 3/8 Read Lecture 20 Gaussian elimination without pivoting Quiz 3

 3/11 Spring Break: No class 3/13 Spring Break: No class 3/15 Spring Break: No class

 3/18 Read Lecture 21 Pivoting 3/20 Read Lecture 22 Stability of LU and Cholesky 3/22 Blocked LU and LAPACK software stack Problem Set 3 due

#### Eigenvalue Problems and the SVD

 3/25 Read Lecture 24 Eigenvalue problems 3/27 Read Lectures 25-26 Householder tridiagonalization Quiz 4 3/29 Golub-Kahan bidiagonalization Project proposal due

 4/1 Read Lecture 27 Rayleigh quotient, inverse iteration 4/3 No class 4/5 Read Lecture 31 Computing the SVD

#### Tensors

 4/8 Tensor notation and common operations Problem Set 4 due 4/10 CP decomposition 4/12 Tucker decomposition Quiz 5

#### Iterative Methods

 4/15 Read Lecture 32 Overview of iterative methods 4/17 CG/Lanczos algorithms 4/19 Good Friday: No class

 4/22 Sparse matrix storage and SpMV

#### Project Presentations

 4/24 Project Presentations: Lily, Suna, Jinxin 4/26 Project Presentations: Haonan, Chris

 4/29 Project Presentations: Jessica, Bella, Trey Problem Set 5 Due 5/1 Final Review (last day of class)

 5/6 FINAL EXAM (9am)