/nla2018

NLA 2018 Skoltech course

Primary LanguageJupyter Notebook

Numerical linear algebra course, @SkolTech, Term 2, 2018

https://nla.skoltech.ru, Binder

This repository contains lectures and homeworks for Numerical linear algebra course. It will be updated as the class progresses.

Week Lecture notebooks Supplementary materials Homework Tests
1 General info [GitHub, Nbviewer]
Lecture 1. Floating-point arithmetic, vector norms [GitHub, Nbviewer]
Lecture 2. Matrix norms and unitary matrices [GitHub, Nbviewer]
Python intro Requirements
Problem set 1
Deadline: 11/11/18 (23:59)
Pre-term test
2 Lecture 3. Matvecs and matmuls, memory hierarchy, Strassen algorithm [GitHub, Nbviewer]
Lecture 4. Matrix rank, low-rank approximation, SVD [GitHub, Nbviewer]
Lecture 5. Linear systems [GitHub, Nbviewer]
Notes on matrix calculus [GitHub, Nbviewer]
3 Lecture 6. Eigenvalues and eigenvectors [GitHub, Nbviewer]
Lecture 7. Matrix decompositions and how we compute them [GitHub, Nbviewer]
Lecture 8. Symmetric eigenvalue problem and SVD [GitHub, Nbviewer]
Problem set 2
Deadline: 25/11/18 (23:59)