Numerical linear algebra course, @SkolTech, Term 2, 2024

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 | |:------:|:----------|:----------:|:----------:| |1| General info [GitHub] <br> Lecture 1. Floating point arithmetic [GitHub] <br> Lecture 2. Matrix norms and unitary matrices [GitHub] <br> Lecture 3. Efficient Matrix multiplication [GitHub] | Seminar 1 [GitHub] <br> Seminar 2 [GitHub] | HW1 [GitHub] <br> Deadline: November, 17, 23:59 MSK | |2| Lecture 4. Matrix rank, skeleton decomposition, SVD [GitHub] <br> Lecture 5. Linear systems [GitHub] | Seminar 4 [GitHub] <br> Seminar 5 [GitHub] | | |3| Lecture 6. Eigenvalues and eigenvectors [GitHub] <br> Lecture 7. Matrix decompositions review. How to compute QR decomposition and Schur decomposition [GitHub] <br> Lecture 8. Symmetric eigenvalue problem and SVD [GitHub] | Seminar 7 [GitHub] | | |4| Midterm | Seminar a [GitHub] <br> Seminar b [GitHub] | HW2 [GitHub] <br> Deadline: December, 15, 23:59 MSK | |5| Lecture 9. Randomized linear algebra [GitHub] <br> Lecture 10. From dense to sparse linear algebra [GitHub] <br> Lecture 11. Sparse direct solvers [GitHub] | Seminar 11 [GitHub] | | |6| Lecture 12. Intro to iterative methods [GitHub] <br> Lecture 13. Great Iterative Methods [GitHub] | Seminar 12 [GitHub] | | |7| Lecture 14. Iterative methods and preconditioners [GitHub] <br> Lecture 15. Structured matrices, FFT, convolutions, Toeplitz matrices [GitHub] | Seminar 15 [GitHub] | | |8| Final Exam: <br> Main Question List [GitHub] <br> Theoretical Minimum Question List [GitHub] | | |