Lecture Schedule

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