nla2019_ozon
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amkatrutsa
amkatrutsa
NLA course in OZON Masters
Numerical Linear Algebra in OZON Masters, Fall 2019
| Date | Lectures | Practice sessions | Home assignments |
|---|---|---|---|
| 21.09.2019 | General info about the course. Floating point numbers. Vector norms. Matrix norms and unitary matrices | Seminar 1 | |
| 23.09.2019 | Matrix rank. Low-rank approximation and SVD. Linear systems | ||
| 30.09.2019 | Matrix multiplication and memory hierarchy. QR decomposition and how we compute it | Seminar 2 | HW1 (Deadline: November, 3, 01:00) |
| 07.10.2019 | Seminar 3 Seminar 4 | ||
| 14.07.2019 | Canceled due to super typhoon in Japan | ||
| 21.10.2019 | Eigenvalues and eigenvectors. Schur decomposition and how we compute it | Seminar 5 | |
| 28.10.2019 | Seminar 6 | ||
| 04.11.2019 | SVD and how we compute it. Sparse matrices: how we store them and compute LU decomposition. Spectral partitioning and Fiedler vector | ||
| 11.11.2019 | Intro to iterative methods. Krylov subspace. Great iterative methods: CG and GMRES | HW2 (Deadline: December, 9, 01:00) | |
| 18.11.2019 | Seminar 7 | ||
| 25.11.2019 | Preconditioners and iterative methods for eigenvalue problem | ||
| 02.12.2019 | Seminar 8 | ||
| 09.12.2019 | Structured matrices, convolutions, FFT, Toeplitz matrices | ||
| 16.12.2019 | Matrix functions and matrix equations |
amkatrutsa