Lectures are Mondays and Wednesdays, 11-12:30pm in ICCS 238.
As they become available there will be links to the notes or slides.
Please note that the "print" script on the CS machines may strip out
math fonts from the PDF, so you may want to use "pdf2ps" to manually
convert to postscript before printing if direct from PDF doesn't work.
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 |
|