Peter Blomgren
San Diego State University
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Math 543: Numerical Matrix Analysis Spring 2016
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Evolving Schedule (topics arranged by "target week.")

Week # Tuesday Thursday
1
Video: You're listening to the eigenvalue, and seeing the eigenfunction.
1 Jan-19-2016

Martin Luther King, Jr. Day (January 20th)
Jan-21-2016
First Meeting
[Notes #1]
2 Jan-26-2016
Linear Algebra: Introduction / Review
[Notes #2] [HW#1]
Jan-28-2016
Orthogonal Vectors, Matrices, and Norms
[Notes #3]
Movies:
3 Feb-02-2016
The Singular Value Decomposition
[Notes #4] [HW#2]
Movies:
Feb-04-2016
The Singular Value Decomposition
[Notes #5]
Movies: [SIAM SVD article]
HW#1 Due (Friday)
4 Feb-09-2016
Projections
The QR-Factorization

[Notes #6] [HW#3]
Movies:
Feb-11-2016
Gram-Schmidt Orthogonalization
Householder Triangularization

[Notes #7]
Movies:
5 Feb-16-2016
Least Squares Problems
[Notes #8] [HW#4]
Feb-18-2016
Conditioning and Condition Numbers
[Notes #9] [HW#5]
HW#2 Due (Friday)
6 Feb-23-2016
Floating Point Arithmetic
Stability
[Notes #10]
Feb-25-2016
Stability... a Closer Look
[Notes #11]
7 Mar-01-2016
Stability: Householder
[Notes #12]
Projects
[Projects]
Mar-03-2016
Stability of Back Substitution
[Notes #13]
[Higham: Householder]
HW#3 Due (Friday)
8 Mar-08-2016
Conditioning: Least Squares
[Notes #14]
Mar-10-2016
Stability: Least Squares
[Notes #15]
Quick Review
[Notes #16]
9 Mar-15-2016
Gaussian Elimination
LU-Factorization with Pivoting
[Notes #17]
Movies:
Midterm #1
Material: thru Notes #15 (3/8/2016)
Out: 3/15, Due: 3/25.
Mar-17-2016
Gaussian Elimination / Cholesky Factorization
[Notes #18]
Movies:
HW#4 Due (Friday)
10 Mar-22-2016
Eigenvalue Problems: Introduction
[Notes #19]
Mar-24-2016
Hessenberg Form
Rayleigh Quotient
[Notes #20] [HW#6]
HW#5 Due (Friday)
Midterm Due (Friday)
- Mar-29-2016
Spring Break

Cesar Chavez Day (March 31st)
Mar-31-2016
Spring Break
11 Apr-05-2016
The QR-Algorithm
[Notes #21]
Movies:
Apr-07-2016
Midterm Solutions + Discussion
Voting and Accuracy (External)
12 Apr-12-2016
The QR-Algorithm with Shifts
[Notes #22]
Movies:
Apr-14-2016
Computing the SVD
[Notes #23]
Using the SVD for Data Analysis
[Notes #24]
13 Apr-19-2016
Iterative Methods: An Overview
[Notes #25] [Templates]

Arnoldi Iteration
[Notes #26]
Movies:
Apr-21-2016
GMRES
[Notes #27]

Presentation Scheduling: Slots arranged by random drawing ON THE DAY of presentation. Volunteer for bonus / penalty for skipping.
14 Apr-26-2016 Project Presentations (12–15 min)
01. 11:00a  __.__.
02. 11:15a  __.__.
03. 11:30a  __.__.
04. 11:45a  __.__.
05. 12:00p  __.__.
Apr-28-2016 Project Presentations (12–15 min)
06. 11:00a  __.__.
07. 11:15a  __.__.
08. 11:30a  __.__.
09. 11:45a  __.__.
10. 12:00p  __.__.
HW#6 Due (Friday)
15 May-03-2016 Project Presentations (12–15 min)
11. 11:00a  __.__.
12. 11:15a  __.__.
13. 11:30a  __.__.
14. 11:45a  __.__.
15. 12:00p  __.__.
May-05-2016 Project Presentations (12–15 min)
16. 11:00a  __.__.
17. 11:15a  __.__.
18. 11:30a  __.__.
19. 11:45a  __.__.
20. 12:00p  __.__.
Finals May-10-2016 May-12-2016

Homework and Projects will be assigned.

Copyright © 2017 Peter Blomgren.