/nla2023_masters

Numerical linear algebra course, AI Masters, Fall 2023

Primary LanguageJupyter NotebookMIT LicenseMIT

Numerical linear algebra course, AI Masters, Fall 2023

Date Lectures Practice sessions Home assignments
18.09.2023 General info about the course. Floating point numbers. Example of ResNet model and different formats of floating point numbers
25.09.2023 Vector and matrix norms. Unitary matrices and algorithms stability
02.10.2023 Linear systems and condition number Comparison of different approaches to solve linear systems
09.10.2023 Matrix rank. Low-rank matrix approximation and Singular Value Decomposition (SVD). SVD for recommender systems
16.10.2023 Methods for computing QR decomposition. Eigenvalue decomposition. Power method convergence HW1
Deadline: November 2, 23:50 MSK
23.10.2023 QR algorithm. Overview of methods for computing SVD
30.10.2023 Matrix functions, vol. 1
06.11.2023 Projects presentations, vol. 1 HW2
Deadline: November 29, 23:50 MSK
20.11.2023 Sparse matrices and where to meet them. LU for sparse matrices.
27.11.2023 Intro to iterative methods for linear systems. Krylov methods.
11.12.2023 Intro to preconditioners. Matrix functions, vol. 2.
18.12.2023 Intro to tensors. Tensor decompositions and why are they important
25.12.2023 Projects presentations