====== IAM 961 Syllabus, fall 2011 ======

Readings are chapters in Trefethen and Bau's "Numerical Linear Algebra".

<code>
lecture topic                              reading   homework    

BASICS
M  8/29 hurricane irene
W  8/31 organization, fundamentals         1
F  9/02 orthogonality                      2
W  9/07 norms                              3

FACTORIZATIONS AND Ax=b PROBLEMS
F  9/09 SVD I                              4         
M  9/12 SVD II                             5         HW1 
W  9/14 projection                         6
F  9/16 QR decomp                          7        
M  9/19 gram-schmidt                       8
W  9/21 matlab                             9
F  9/23 householder                       10         
M  9/26 least squares                     11         HW2 
W  9/28 (syllabus drift)

CONDITIONING AND STABILITY
F  9/30 condition numbers                 12
M 10/03 floating point                    13
W 10/05 stability I                       14
F 10/07 stability II                      15
T 10/11 householder stability             16
W 10/12 backsub stability                 17
F 10/14 least squares conditioning        18
M 10/17 least squares stability           19         HW3 
W 10/19 gaussian elimination              20
F 10/21 pivoting                          21
M 10/24 guassian elimination stability    22
W 10/26 cholesky                          23
F 10/28 (syllabus drift)

M 10/31 midterm exam

EIGENVALUES
W 11/02 eigenvalues                       24         
F 11/04 eigenvalue algorithms             25
M 11/07 hessenberg                        26
W 11/09 rayleigh                          27
F 11/11 QR w/o shifts                     28
M 11/14 QR w shifts                       29
W 11/16 other eigenvalue algorithms       30
F 11/18 SVD algorithm                     31         HW4
M 11/21 no class (conference)

ITERATIVE METHODS
W 11/23 iterative methods                 32         
M 11/28 arnoldi I                         33
W 11/30 arnoldi II                        34
F 12/02 GMRES                             35
M 12/05 conjugate gradient                38
W 12/07 biorthogonal methods              39
F 12/09 preconditioning                   40         HW5 
</code>