The table below gives a summary of the day-by-day happenings in the lectures for CS 106. The textbook is organized into "lectures", which we can think of as chapters. Textbook sections are shown below as "1", "2", etc. when we refer to an entire chapter and "5.1", "6.2", etc. when we mean a specific section within a chapter. |
Lecture # |
Topics Covered in |
Corresponding |
Homework, |
|
1. | Thu Sep 23 | Recap of basic linear algebra; linear independence; rank; null spaces | 1 | HW1 out |
2. | Fri Sep 24 | Further review: inner products; vector norms; induced matrix norms | 2, 3 | |
3. | Mon Sep 27 | A bit about eigenvalues; singular value decomposition | 4 | |
4. | Wed Sep 29 | Relating SVD to rank and eigenvalues; low-rank approximation | 5 | HW1 in; HW2 out |
5. | Fri Oct 01 | Projectors; Gram-Schmidt; QR factorization | 6, 7 | |
6. | Mon Oct 04 | Modified Gram-Schmidt; more on QR | 7, 8 | |
7. | Wed Oct 06 | Householder triangularization; solving linear systems; least squares | 10, 11 | HW2 in; HW3 out |
8. | Thu Oct 07 | Flops and operation count; complexity analysis of MGS and Householder | (spread out) | |
9. | Fri Oct 08 | Condition numbers; definitions and examples | 12 | |
10. | Mon Oct 11 | Floating point arithmetic and roundoff | 13 | |
11. | Wed Oct 13 | Stability; backward stability; analysis of inner product computation | 14, 15 | HW3 in; HW4 out |
12. | Fri Oct 15 | More on stability; stability of Householder and of back-substitution | 16, 17 | |
13. | Mon Oct 18 | Conditioning of least-squares problems: perturbing b | 18 | |
14. | Wed Oct 20 | Conditioning of least-squares: perturbing A | 18 | HW4 in; HW5 out |
15. | Fri Oct 22 | (No class; Amit is out of town) | ||
16. | Mon Oct 25 | (No class; Amit is out of town) | ||
17. | Wed Oct 27 | Gaussian elimination; LU factorization | 20 | HW5 in |
Thu Oct 28 | Mid-term exam | |||
18. | Fri Oct 29 | Partial and full pivoting; stability issues | 21, 22 | HW6 out |
19. | Mon Nov 01 | Positive definite matrices; Cholesky factorization | 23 | |
20. | Wed Nov 03 | Eigenvalues; non-existence of an exact "algebraic" algorithm | 24, 25 | |
21. | Fri Nov 05 | Hessenberg form; Rayleigh quotients; power iteration | 26, 27 | HW6 in; HW7 out |
22. | Mon Nov 08 | Converge of Rayleigh quotient iteration; QR algorithm | 28 | |
23. | Wed Nov 10 | QR with shifts | 29 | |
24. | Thu Nov 11 | Analysis of QR with shifts | 29 | |
25. | Fri Nov 12 | Jacobi algorithm; Bisection method; SVD computation | 30, 31 | HW7 in; HW8 out |
26. | Mon Nov 15 | Arnoldi iteration | 33, 34 | |
27. | Wed Nov 17 | GMRES | 35 | |
28. | Fri Nov 19 | Lanczos and conjugate gradient iterations | 36 | HW8 in; HW9 out |
29. | Mon Nov 22 | Analysis of CG | 38 | |
30. | Wed Nov 24 | (Thanksgiving break) | ||
31. | Fri Nov 26 | (Thanksgiving break) | ||
32. | Mon Nov 29 | More CG analysis; convergence theorems | 38 | HW9 in |
33. | Wed Dec 01 | Survey of other methods: CGN, BCG, preconditioning | 39, 40 | |
Wed Dec 08 | Final exam due |