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 
Wellposedness 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 EigenAlgorithms 

October 22 
Optimization, Steepest Descent, Line Search 

October 27 
Understanding SD, Newton 
Assignment 2 out 
October 29 
Robustifying Newton, TrustRegion, Constrained Optimization, Nonlinear Least Squares 

November 3 
Solving Nonlinear Equations, the NBody Problem 

November 5 
BarnesHut 

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 
