Lectures

Lecture Material

This page contains lecture materials and code developed during each lecture.


Week Topics/Readings Tutorials Work Due Resources
Week 1
(Week of Jan 10, 2022)

Topics:

  • Course Information
  • Errors
  • Conditioning number

Readings:

 No tutorial None Week 1
Zoom recording, passcode: Ue12.&cu^e
Python code
Week 2
(Week of Jan 17, 2022)

Topics:

  • Floating Point Numbers

Readings:

 Tutorial 1 None Week 2
Python code
Zoom recording, passcode: j*=uZUpfV2
Week 3
(Week of Jan 24, 2022)

Topics:

    • Systems of Linear Equations
    • Gauss Elimination
    • LU Factorization
    • Pivoting

Readings:

 Tutorial 2 None Week 3
Python code
Zoom recording, passcode: 2$^X8y?*Pe
Week 4
(Week of Jan 31, 2022)

Topics:

  • Vector and Matrix Norms
  • Conditioning of Ax=b
  • Iterative Refinement
  • Modified Problem
  • Cholesky Factorization

Readings:

 Tutorial 3 None Week 4
Python code
Notebook
Zoom recording, passcode: z=@PYNw7#1
Week 5
(Week of Feb 7, 2022)

Topics:

  • Linear Least Squares
  • The Normal Equation

Readings:

 Tutorial 4 A1 due Sun 13 Week 5
Notebook
Zoom recording, passcode: dSH5xd@LUQ
Week 6
(Week of Feb 14, 2022)

Topics:

  • Least Squares - Conditioning & Sensitivity
  • Householder Transform

Readings:

 Tutorial 5 None Week 6
Notebook
Zoom recording, passcode: Ca5V^ASCUc
Reading Week
(Week of Feb 21, 2022)
Week 7
(Week of Feb 28, 2022)

Topics:

  • Midterm

Readings:

  • All previous material
 Tutorial 6 None No lecture material
Week 8
(Week of Mar 7, 2022)

Topics:

  • Nonlinear Equations
  • Interval Bisection
  • Fixed-Point Iteration

Readings:

 No tutorial A2 due Mar 13 Week 8
Zoom recording, passcode: r12g2#D@9p
Week 9
(Week of Mar 14, 2022)

Topics:

  • Newton's Method
  • Secant method

Readings:

 Tutorial 8 None Week 9
Zoom recording, passcode: =hUR$$0Y9B
Week 10
(Week of , 2021)

Topics:

  • Nonlinear Optimization
  • Golden Section Search
  • Gradient Descent
  • Newton's Method

Readings:

 Tutorial 9 None Week 10
Zoom recording, passcode: Hq6F@0C7m$
Week 11
(Week of Mar 28, 2022)

Topics:

  • Nonlinear optimization - conditioning.
  • Optional topic: PCA

Readings:

  • Textbook: Chapter 6.3
 Tutorial 10 None Week 11
PCA
Zoom recording, passcode: c6u6?+c^y9
Week 12
(Week of Apr 4, 2022)

Topics:

  • Exam review

Readings:

  • N/A
 Tutorial 11 A3 Review problems
Solutions
Zoom recording, passcode: #N0saf1!%@