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IAM 961 Syllabus, fall 2011 Readings are chapters in Trefethen and Bau's "Numerical Linear Algebra". lecture topic reading homework I BASICS M 8/29 hurricane irene W 8/31 organization, fundamentals 1 F 9/02 orthogonality 2 W 9/07 norms 3 II FACTORIZATIONS AND Ax=b PROBLEMS F 9/09 SVD I 4 M 9/12 SVD II 5 HW1 W 9/14 projection 6 F 9/16 QR decomp 7 M 9/19 gram-schmidt 8 W 9/21 matlab 9 F 9/23 householder 10 M 9/26 least squares 11 HW2 W 9/28 (syllabus drift) III CONDITIONING AND STABILITY F 9/30 condition numbers 12 M 10/03 floating point 13 W 10/05 stability I 14 F 10/07 stability II 15 T 10/11 householder stability 16 W 10/12 backsub stability 17 F 10/14 least squares conditioning 18 M 10/17 least squares stability 19 HW3 W 10/19 gaussian elimination 20 F 10/21 pivoting 21 M 10/24 guassian elimination stability 22 W 10/26 cholesky 23 F 10/28 (syllabus drift) IV EIGENVALUES M 10/31 eigenvalues 24 HW4 W 11/02 eigenvalue algorithms 25 F 11/04 hessenberg 26 M 11/07 rayleigh 27 W 11/09 QR w/o shifts 28 F 11/11 QR w shifts 29 M 11/14 other eigenvalue algorithms 30 W 11/16 SVD algorithm 31 F 11/18 (syllabus drift) M 11/21 no class (conference) V ITERATIVE METHODS W 11/23 iterative methods 32 HW5 M 11/28 arnoldi I 33 W 11/30 arnoldi II 34 F 12/02 GMRES 35 M 12/05 conjugate gradient 38 W 12/07 biorthogonal methods 39 F 12/09 preconditioning 40 HW6
