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 |
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| 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) |
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| 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 |
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| 4 | Symmetric eigenvalue problems [Github] Lecture 9. Randomized linear algebra [Github] Midterm |
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| 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) |
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| 6 | Lecture 13. Great iterative methods [Github] Lecture 14. Iterative methods and preconditioners [Github] |
Exam questions Basic questions |
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| 7 | Lecture 15. FFT, convolutions [Github] Exam Exam |
Seminar 11 | ||
| 8 | Projects presentations |
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