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