Lecture schedule
This schedule is subject to change, but will be kept up-to-date:
Lecture | Date | Topic | Prior reading | Supplemental videos |
---|---|---|---|---|
L1 | 1/6/25 | Course overview and proof by induction | AG 1.1-1.2 | |
L2 | 1/8/25 | Linear algebra overview | AG 4.1 & 4.3 | |
L3 | 1/10/25 | Vector norms | AG 4.2 | here |
L4 | 1/13/25 | Matrix norms | AG 4.2 | here |
L5 | 1/15/25 | Floating point and conditioning | AG 2.2 | |
L6 | 1/17/25 | Stability and accuracy | AG 1.3 & AG 5.8; How to get Meaningless Answers in Scientific Computation (Fox, 1971) | |
L7 | 1/22/25 | Gaussian elimination | AG 5.1-5.2 | here |
L8 | 1/23/25 | Pivoting | AG 5.3 | here |
L9 | 1/24/25 | Cholesky factorization | AG 5.5 | here |
L10 | 1/27/25 | Coding demo - Cholesky and GE | ||
L11 | 1/29/25 | Coding demo - GEPP and GECP | ||
L12 | 1/31/25 | Exploiting sparsity | AG 5.6-5.7 | |
L13 | 2/3/25 | Least squares problems | AG 6.1-6.2 | |
L14 | 2/5/25 | Householder reflectors and QR factorization | AG 6.3 | |
L15 | 2/7/25 | Gram-Schmidt and Modified Gram-Schmidt + coding demo | AG 6.3 | |
L16 | 2/10/25 | Pseudoinverses and rank-deficient least squares | AG 8.2 |
AG = A First Course in Numerical Methods (Ascher and Greif)