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
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Fitting a polynomial to data
Lecture 14
Lecture 15
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Pseudocode for LU factorization
Lecture 16
Lecture 17
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Matrix Norms
Lecture 18
Lecture 19
Lecture 20
Lecture 21
Lecture 22
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Pseudocode to Compute Eigenvalues
Lecture 23
Lecture 24
Lecture 25
Lecture 26