This repository contains lectures and homeworks for Numerical linear algebra course. It will be updated as the class progresses.
| Week | Lecture notebooks | Supplementary materials | Homework | Tests |
|---|---|---|---|---|
| 1 | General info [GitHub, Nbviewer] Lecture 1. Floating-point arithmetic, vector norms [GitHub, Nbviewer] Lecture 2. Matrix norms and unitary matrices [GitHub, Nbviewer] |
Python intro | Requirements Problem set 1 Deadline: 11/11/18 (23:59) |
Pre-term test |
| 2 | Lecture 3. Matvecs and matmuls, memory hierarchy, Strassen algorithm [GitHub, Nbviewer] Lecture 4. Matrix rank, low-rank approximation, SVD [GitHub, Nbviewer] Lecture 5. Linear systems [GitHub, Nbviewer] |
Notes on matrix calculus [GitHub, Nbviewer] | ||
| 3 | Lecture 6. Eigenvalues and eigenvectors [GitHub, Nbviewer] Lecture 7. Matrix decompositions and how we compute them [GitHub, Nbviewer] Lecture 8. Symmetric eigenvalue problem and SVD [GitHub, Nbviewer] |
Examples of projects | Problem set 2 Deadline: 27/11/18 (00:02) |
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| 4 | Lecture 9. From dense to sparse linear algebra [GitHub, Nbviewer] Lecture 10. Sparse direct solvers [GitHub, Nbviewer] Lecture 11. Intro to iterative methods [GitHub, Nbviewer] |
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| 5 | Lecture 12. Great iterative methods [GitHub, Nbviewer] Lecture 13. Iterative methods and preconditioners [GitHub, Nbviewer] |
Problem set 3 Deadline: 05/12/18 (23:59) |
Exam questions | |
| 6 | Lecture 14. Iterative methods for large scale eigenvalue problems [GitHub, Nbviewer] Lecture 15. Structured matrices, FFT, convolutions, Toeplitz matrices [GitHub, Nbviewer] Lecture 16. Matrix functions and matrix equations [GitHub, Nbviewer] Lecture 17. Tensors and tensor decompositions [GitHub, Nbviewer] |
NLA basics |