Lecture notes for "Applied Numerical Linear Algebra", Fall 2011

These notes are intended to be rough outlines of the material covered during each lecture, not comprehensive notes. I will attempt to post them before lecture, but may repost them after lecture with corrections.

Aug 26: Lecture 1 - outline of course

Aug 29: Complete Lecture 1, begin Lecture 2 on roundoff in the context of polynomial evaluation

Aug 31: Complete Lecture 2

Sep 2: Lecture 3 on vector and matrix norms, singular value decomposition (SVD), condition number of Ax=b

Sep 7: Continue with Lecture 3

Sep 9: Complete Lecture 3

Sep 12: Really complete Lecture 3, and begin Lecture 7

Sep 14: Continue Lecture 7 (updated slightly 9/14 at 10:35am)

Sep 16: Continue Lecture 7 (updated slightly 9/16 at 10:25am)

Sep 19: Complete Lecture 7 (updated slightly 9/19 at 5:58am) and begin Lecture 9

Sep 21: Really begin Lecture 9 (updated slightly 9/20 at 6:50pm)

Sep 23: Continue Lecture 9

Sep 26: Complete Lecture 9, and begin Lecture 13

Sep 28: Continue Lecture 13

Sep 30: Continue Lecture 13 (updated slightly 9/30 at 8:35am)

Oct 3: Continue Lecture 13

Oct 5: Complete Lecture 13, and begin Lecture 17

Oct 7: Continue Lecture 17

Oct 10: Complete Lecture 17, and begin Lecture 19

Oct 12: Continue Lecture 19

Oct 14: Complete Lecture 19

Oct 17: Begin Lecture 22 , on eigenvalue problems

Oct 19: Continue Lecture 22

Oct 21: Continue Lecture 22 (minor typos fixed 10/21 at 5:48am)

Oct 24: Continue Lecture 22

Oct 26: Continue Lecture 22

Oct 28: Complete Lecture 22

Oct 31: Begin Lecture 28 , on the symmetric eigenvalue problem and SVD (updated 11/4 at 10:50am)

Nov 2: Continue Lecture 28

Nov 4: Continue Lecture 28

Nov 7: Continue Lecture 28

Nov 9: Complete Lecture 28, begin Lecture 32 , on iterative methods for Ax=b

Nov 14-23: Continue Lecture 32

Nov 28: Continue Lecture 32 (minor typos fixed 11/28 at 5:00am)

Nov 30: Complete Lecture 32, present Communication-Avoiding Krylov Subspace Methods (slides 64-86)

Dec 2: Lecture on Multigrid (ppt)