Numerical Linear Algebra in OZON Masters, Fall 2019

Date	Lectures	Practice sessions	Home assignments
21.09.2019	General info about the course. Floating point numbers. Vector norms. Matrix norms and unitary matrices	Seminar 1
23.09.2019	Matrix rank. Low-rank approximation and SVD. Linear systems
30.09.2019	Matrix multiplication and memory hierarchy. QR decomposition and how we compute it	Seminar 2	HW1 (Deadline: November, 3, 01:00)
07.10.2019		Seminar 3 Seminar 4
14.07.2019	Canceled due to super typhoon in Japan
21.10.2019	Eigenvalues and eigenvectors. Schur decomposition and how we compute it	Seminar 5
28.10.2019		Seminar 6
04.11.2019	SVD and how we compute it. Sparse matrices: how we store them and compute LU decomposition. Spectral partitioning and Fiedler vector
11.11.2019	Intro to iterative methods. Krylov subspace. Great iterative methods: CG and GMRES		HW2 (Deadline: December, 9, 01:00)
18.11.2019		Seminar 7
25.11.2019	Preconditioners and iterative methods for eigenvalue problem
02.12.2019		Seminar 8
09.12.2019	Structured matrices, convolutions, FFT, Toeplitz matrices
16.12.2019	Matrix functions and matrix equations