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Module 0

First Meeting
[Notes #1]

Module 1

Linear Algebra: Introduction / Review
[Notes #2] [HW#1]
Movie:
Linear Algebra: Orthogonal Vectors, Matrices, and Norms
[Notes #3]
Movies:
Linear Algebra: Vector and Matrix Inequalities; The Singular Value Decomposition, part 1
[Notes #4] [HW#2]
Movies:
The Singular Value Decomposition, part 2
[Notes #5]
Movies: [SIAM SVD article]

Module 2

Projections
The QR-Factorization
[Notes #6] [HW#3]
Movies:
Gram-Schmidt Orthogonalization
Householder Triangularization
[Notes #7]
Movies:
Least Squares Problems
[Notes #8] [HW#4]

Module 3

Conditioning and Condition Numbers
[Notes #9] [HW#5]
Floating Point Arithmetic
Stability
[Notes #10]
Stability... a Closer Look
[Notes #11]
Stability: Householder
[Notes #12]
[Higham: Householder]
Stability of Back Substitution
[Notes #13]
Conditioning: Least Squares
[Notes #14] [HW#6]
Stability: Least Squares
[Notes #15]
Midterm
Release Date: Thursday 3/20
Due Date: Thursday 4/10

Module 4

Gaussian Elimination
LU-Factorization with Pivoting
[Notes #16]
Movies:
Gaussian Elimination / Cholesky Factorization
[Notes #17] [HW#6.5]
Movies:

Module 5

Eigenvalue Problems: Introduction
[Notes #18]
Hessenberg Form
Rayleigh Quotient
[Notes #19] [HW#7]
The QR-Algorithm
[Notes #20]
Movies:
The QR-Algorithm with Shifts
[Notes #21]
Movies:
Computing the SVD
[Notes #22]
Using the SVD for Data Analysis
[Notes #23]

Movie(s):

Module 6

Iterative Methods: An Overview
[Notes #24] [Templates]
Movies:
Arnoldi Iteration
[Notes #25]
Movies:
GMRES
[Notes #26]

Grading Progress

Grading

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Take-Home Final Grading Progress (0%)
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Video: You're listening to the eigenvalue, and seeing the eigenfunction.