NUMERICAL LINEAR ALGEBRA

Review of Linear Algebra and Matlab

1	8/31	Course overview and linear regression
2	9/2	BLAS classification and linear algebra review Class survey due
3	9/5	Matlab demo
4	9/7	Lectures 1 and 2: Matvec and Orthogonality
5	9/9	Lecture 3: Norms (flipped)
6	9/12	Lecture 4: SVD
7	9/14	Lecture 5: More on SVD
8	9/16	Work through Matlab homework problem Homework 1 due

Least Squares Problems

9	9/19	Lectures 7 and 8: QR and Gram-Schmidt
10	9/21	CGS vs MGS vs Householder
11	9/23	Lecture 10: Householder Triangularization (flipped)
12	9/26	More on Householder and solving LS problems
13	9/28	Lecture 11: LS Problems
14	9/30	Example LS Problems in Matlab Homework 2 due

Accuracy and Stability

15	10/3	Lecture 13: Floating Point Arithmetic
16	10/5	Overview of accuracy and stability
17	10/7	More on accuracy and stability

Linear Systems

18	10/10	Lecture 17: Stability of Back Substitution
19	10/12	Lecture 23: Cholesky Factorization
20	10/14	More on Cholesky, recursive algorithm Homework 3 due
21	10/17	Midterm review (flipped)
22	10/19	MIDTERM
18	10/24	Work through midterm
19	10/26	Lecture 20: Gaussian elimination without pivoting
20	10/28	Lecture 21: Pivoting
21	10/31	Stability of LU and Cholesky
22	11/2	Blocked LU and LAPACK software stack

Eigenvalue Problems and the SVD

23	11/4	Lecture 24: Eigenvalue problems
24	11/7	Householder tridiagonalization
25	11/9	Golub-Kahan bidiagonalization
26	11/11	Lecture 31: Computing the SVD Homework 4 due
27	11/14	PageRank example in Matlab
28	11/16	Lecture 27: Rayleigh quotient, inverse iteration
29	11/18	Review of EVD/SVD (flipped)

Iterative Methods

30	11/21	Lecture 32: Overview of Iterative Methods
31	11/28	CG/Lanczos Algorithms and SpMV (COO)
32	11/30	SpMV (CSR) and CG/Lanczos examples in Matlab

Project Presentations

33	12/2	Koby and Larry Homework 5 due
34	12/5	Mona and Jiajun/Henry
35	12/7	Jeffrey and Kathryn
36	12/9	Chris and Nick
	12/17	Take-home FINAL due