| Date |
Topic |
Work |
|---|
| September 8 |
Preliminaries; floating point and errors |
Reading |
| September 10 |
Interpolation in 1D with an eye for higher dimensions |
|
| September 15 |
Radial Basis Functions |
|
| September 17 |
Well-posedness of linear systems, the condition number |
|
| September 22 |
Conditioning, BLAS, and LU factorization |
|
| September 24 |
Numerical Pivoting in LU, LAPACK |
Assignment 1 out |
| September 29 |
Cholesky, Interpolating with Error |
|
| October 2 |
Least Squares, Normal Equations |
|
| October 6 |
QR, Moving Least Squares |
|
| October 8 |
PCA, SVD |
|
| October 13 |
(UBC closed for Thanksgiving) |
|
| October 15 |
The Symmetric Eigenproblem |
Assignment 1 due |
| October 20 |
More Eigen-Algorithms |
|
| October 22 |
Optimization, Steepest Descent, Line Search |
|
| October 27 |
Understanding SD, Newton |
Assignment 2 out |
| October 29 |
Robustifying Newton, Trust-Region, Constrained Optimization, Nonlinear Least Squares |
|
| November 3 |
Solving Nonlinear Equations, the N-Body Problem |
|
| November 5 |
Barnes-Hut |
|
| November 10 |
The Poisson Problem, Finite Differences |
Assignment 2 due |
| November 12 |
von Neumann Analysis, Variational Form of Poisson |
|
| November 17 |
EigenPDEs, the Finite Element Method |
Assignment 3 out |
| November 19 |
FEM Optimality and Implementation
(summary) |
|
| November 24 |
Mesh Generation
(summary) |
|
| November 26 |
Sparse Linear Solvers |
|