| Week 1 (1/8) |
AG 1.1-1.3, 2.1-2.3, M 1.1, 1.7 |
Floating point arithmetic, error |
Further reading: Overview of numerical analysis |
| Week 2 (1/13, 1/15) |
AG Ch. 3, M 4.1-4.4 |
Nonlinear equations; convergence rates |
HW 0 Due |
| Week 3 (1/22) |
AG Ch. 3 (continued) |
Newton and related methods |
HW 1 Due |
| Week 4 (1/27, 1/29) |
AG 4.1-4.2, 5.1-5.6, 5.8 |
Numerical linear algebra: Gaussian elimination, Conditioning |
HW 2 Due |
| Week 5 (2/3, 2/5) |
AG 7.1-7.3 |
Iterative methods for linear systems
|
HW 3 Due |
| Week 6 (2/10, 2/12) |
AG 7.4, 10.1-10.5 |
Conjugate gradient method. Polynomial interpolation.
(See notes and references therein on conjugate gradients)
|
HW 4 Due |
| Week 7 (2/17, 2/19) |
AG 10.6, 12.4 |
Chebyshev polynomials. 2/19: Midterm I |
|
| Week 8 (2/24, 2/26) |
AG 14.1-4 |
Differentiation |
HW 5 Due (Friday) |
| Week 9 (3/2, 3/4) |
AG 15.1-5 |
Quadrature (integration) |
HW 6 and project idea due (Friday) |
| Extended spring break |
|
|
Office hours held on Sakai |
| Week 10 (3/23, 3/25) |
AG 16.1-3 |
ODE's |
HW 7 due (Monday) |
| Week 11 (3/30, 4/1) |
AG 16.4-6 |
ODE's |
|
| Week 12 (4/6, 4/8) |
Boyd and Vandenberghe, Convex Optimization, 9.2-5 |
Optimization: Gradient descent, Newton's method |
HW 8 Due (Monday) |
| Week 13 (4/13, 4/15) |
|
Optimization: Stochastic gradient descent, Automatic differentiation. Exam review. |
Presentation due (Friday) |
| Week 14 (4/20, 4/22) |
|
4/20: Midterm II, Presentations, Wrap-up |
Project discussions |
| Reading period |
|
|
HW9 due (Monday), Project due (Wednesday) |