Lecture notes for "Applied Numerical Linear Algebra", Spring 2016

These notes are intended to be outlines of the material covered during each lecture, not always comprehensive notes. I will attempt to post them before lecture, but may repost them after lecture with corrections.

Jan 20: Lecture 1 - Course outline.

Jan 22: Lecture 2 - Floating point arithmetic, roundoff error analysis, and some surprising ways to get high precision despite roundoff.

Jan 25: Complete Lecture 2 (updated Jan 23 24 25), start Lecture 3 - Norms and the SVD

Jan 27: Continue Lecture 3

Jan 29: Continue Lecture 3

Feb 1: Complete Lecture 3

Feb 3: Lecture 7 - Cost model for designing algorithms - minimize communication

Feb 5: Complete Lecture 7

Feb 8: Lecture 9 - Gaussian Elimination - error analysis and avoiding communication

Feb 10: Continue Lecture 9

Feb 12: Complete Lecture 9 (updated Feb 11), start Lecture 11, Gaussian Elimination on Matrices with Structure

Feb 17: Continue Lecture 11 (updated Feb 16)

Feb 19: Continue Lecture 11

Feb 22: Complete Lecture 11, start Lecture 14, Least Squares

Feb 24: Continue Lecture 14

Feb 26: Continue Lecture 14

Feb 29: Complete Lecture 14, start Lecture 17, Dealing with (nearly) Low-Rank Matrices

Mar 2: Continue Lecture 17 (updated Mar 1)

Mar 4: Continue Lecture 17

Mar 7: Complete Lecture 17, start Lecture 20, Eigenvalue Problems

Mar 9: Continue Lecture 20 (updated Mar 9)

Mar 11: Continue Lecture 20

Mar 14: Continue Lecture 20

Mar 16: Continue Lecture 20

Mar 18: Complete Lecture 20

Mar 28: Start Lecture 26, Symmetric Eigenvalue Problems and the SVD

Mar 30: Continue Lecture 26

Apr 1: Continue Lecture 26

Apr 4: Continue Lecture 26

Apr 6: Complete Lecture 26, start Lecture 30, Interative Methods for Ax=b

Apr 8: Continue Lecture 30

Apr 11: Continue Lecture 30

Apr 13: Continue Lecture 30

Apr 15: Continue Lecture 30

Apr 18: Continue Lecture 30

Apr 20: Continue Lecture 30, start Multigrid, in ppt and pdf

Apr 22: Complete Multigrid (updated ~~April 21, 8:38am~~ April 22, 6:10am), then start Krylov Subspace Methods in Lecture 30

Apr 25: Continue Lecture 30 (updated April 25, 5:36am)

Apr 27: Continue Lecture 30

Apr 29: Complete Lecture 30