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Numerical linear algebra course in Ozon masters, Fall 2020
Numerical Linear Algebra in OZON Masters, Fall 2020
| Date | Lectures | Practice sessions | Home assignments |
|---|---|---|---|
| 08.09.2020 | General info about the course. Floating point numbers. Vector norms | Seminar 1 | |
| 15.09.2020 | Matrix norms and unitary matrices. Matrix rank and low-rank approximation. SVD. | Seminar 2 | |
| 22.09.2020 | Linear systems | Seminar 3 | HW1 (Deadline: October, 20, 02:00) |
| 29.09.2020 | Matrix multiplication. QR factorization | Seminar 4 | |
| 06.10.2020 | Eigenvalues and eigenvectors. Schur decomposition and how we compute it | Seminar 5 | |
| 13.10.2020 | SVD and how we compute it | Seminar 6 | |
| 20.10.2020 | Sparse matrices and direct methods for large sparse linear systems. Spectral partitioning and Fiedler vector | Seminar 7 | |
| 27.10.2020 | Introduction to iterative methods for linear systems | Seminar 8 | |
| 03.11.2020 | Great iterative methods | Seminar 9 | |
| 10.11.2020 | Iterative methods and preconditioners | Seminar 10 | HW2 (Deadline: December, 7, 02:00) |
| 17.11.2020 | Iterative methods for partial eigenvalue problem | Seminar 11 | |
| 24.11.2020 | Structured matrices, convolutions, FFT, Toeplitz matrices | Seminar 12 | |
| 01.12.2020 | Matrix functions and matrix equations | Seminar 13 | |
| 08.12.2020 | Tensor decompositions | Seminar 14 |
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Numerical linear algebra course in Ozon masters, Fall 2020