Math 504 – Lecture Notes
- Week 1 (Background)
- Week 2 (Singular Value Decomposition)
- Week 3 (Applications of Singular Value Decomposition & Projectors)
- Week 4 (Orthogonal Projectors)
- Weeks 5-6 (QR Factorization by Householder Reflectors)
- Week 7 (Least Squares Problem)
- Week 8 (LU Factorization, Conditioning, Stability)
- Week 9 (LU Factorization with Partial Pivoting)
- Week 10 (Computation of One Eigenvalue)
- Week 11 (Computation of All Eigenvalues)
- Week 12 (Computation of Singular Values)
- Week 13 (Krylov Subspace Methods: GMRES, Arnoldi’s Method)
PDF notes used in the lectures
- Lecture 2
- Lecture 3
- Lecture 4
- Lecture 5
- Lecture 6
- Lecture 7
- Lecture 8
- Lecture 9
- Lecture 10
- Lecture 11
- Lecture 12
- Lecture 13 — Fitting a polynomial to data
- Lecture 14
- Lecture 15 — Pseudocode for LU factorization
- Lecture 16
- Lecture 17 — Matrix Norms
- Lecture 18
- Lecture 19
- Lecture 20
- Lecture 21
- Lecture 22 — Pseudocode to Compute Eigenvalues
- Lecture 23
- Lecture 24
- Lecture 25
- Lecture 26