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