| Class | Date | Topic | Reading | Assigned | Due |
|---|---|---|---|---|---|
| 3/28 | Preliminaries - Sources of error - Well-posedness - Conditioning - Stability - Floating point |
Heath, Chapter 1
Conditioning and Stability notes Floating Point notes |
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| 3/30 | |||||
| 4/1 | |||||
| 4/4 | Solving linear systems - Existence and Uniqueness of solutions - Vector and Matrix Norms - Sensitivity and conditioning | Heath, Chapter 2
Floating Point Math notes Norms, linear systems Matrix condition number |
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| 4/6 | |||||
| 4/8 | |||||
| 4/11 | Matrix condition number - Solving linear systems - SPD systems - Cholesky factorization | Heath, Sections 2.3.3-2.3.5, 2.4, 2.5
Triangular systems Gaussian Elimination | |||
| 4/13 | |||||
| 4/15 | |||||
| 4/18 | Least squares - Orthogonality - Projectors - SVD - Overdetermined systems - QR decomposition | Heath Sections 3.1-3.6
GE with pivoting, Cholesky Orthogonality, SVD Least Squares |
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| 4/20 | |||||
| 4/22 | |||||
| 4/25 | Eigenvalues and eigenvectors | Heath Sections 4.1-4.3.8
Eigenvalue problems |
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| 4/27 | |||||
| 4/29 | |||||
| 5/2 | Nonlinear Equations | Heath Sections 5.1-5.5.4, 5.5.7, 5.6.1-5.6.3
Nonlinear equations |
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| 5/4 | |||||
| 5/6 | |||||
| 5/9 | Optimization - unconstrained - one-dimensional - multi-dimensional | Heath Sections 6.1, 6.2.2., 6.3, 6.4.1, 6.4.3, 6.5.2-6.5.6 | |||
| 5/11 | |||||
| 5/13 | |||||
| 5/16 | |||||
| 5/18 | |||||
| 5/20 | |||||
| 5/23 | |||||
| 5/25 | |||||
| 5/27 | |||||
| - | 5/30 | HOLIDAY | |||
| 6/1 | |||||
| 6/3 | |||||
| - | 6/6 | FINALS WEEK | |||
| - | 6/8 | ||||
| - | 6/10 |