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)