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Skoltech 2023 NLA course

Numerical linear algebra course, @SkolTech, Term 2, 2023

This repository contains lectures and homeworks for Numerical linear algebra course. It will be updated as the class progresses.

Week Lecture notebooks Supplementary materials Homework Tests
1 General info [Github]
Lecture 1. Floating point arithmetic [Github]
Lecture 2. Matrix norms. Unitary matrices. [Github]
Seminar 1
Seminar 2
2 Lecture 3 Matvecs and matmuls, memory hierarchy, Strassen algorithm [Github]
Lecture 4. Matrix rank, skeleton decomposition, SVD [Github]
Seminar 4 HW1
(Deadline: November, 19, 23:59 MSK)
3 Linear systems [Github]
Lecture 6. Eigenvalues and eigenvectors [Github]
Lecture 7. Matrix decompositions review. How to compute QR decomposition and Schur decompositions [Github]
Seminar 6
Seminar 7
4 Symmetric eigenvalue problems [Github]
Lecture 9. Randomized linear algebra [Github]
Midterm
5 From dense to sparse linear algebra [Github]
Lecture 11. [GitHub]
Lecture 12. Intro to Iterative methods: start [Github]
Seminar 10 HW2
(Deadline: December, 6, 23:59 MSK)
6 Lecture 13. Great iterative methods [Github]
Lecture 14. Iterative methods and preconditioners [Github]
Exam questions
Basic questions
7 Lecture 15. FFT, convolutions [Github]
Exam
Exam
Seminar 11
8 Projects presentations