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nla2022_masters

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NLA course in AI masters

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# Numerical Linear Algebra in AI Masters, Fall 2022

|Date| Lectures | Practice sessions | Home assignments|
|----|----|----| :----: |
|15.09.2022| [General info about the course.](./lectures/general_info.ipynb) [Floating point numbers. Vector norms](./lectures/lecture1/lecture-1.ipynb) | [Review and main policies](./seminars/seminar1/review_admin.pdf) | [HW1](./hw/hw1/hw1.ipynb) (Deadline: October, 4, 23:59 MSK) |
| 22.09.2022 | [Matrix norms and unitary matrices](./lectures/lecture2/lecture2.ipynb) | Seminar 2 | 
| 29.09.2022 | | [Seminar 3](./seminars/seminar3/seminar3.ipynb) [Seminar 4](./seminars/seminar4/seminar4.ipynb) | [HW2](./hw/hw2/hw2.ipynb) (Deadline: October, 11, 23:59 MSK) |
| 06.10.2022 | [Matrix rank and low-rank approximation. SVD.](./lectures/lecture3/lecture3.ipynb) [Linear systems](./lectures/lecture4/lecture4.ipynb) | | | 
| 13. 10.2022 | [Matrix multiplication and memory hierarchy.](./lectures/lecture5/lecture5.ipynb) | [Seminar 5](./seminars/seminar5/seminar5.ipynb) | [HW3](./hw/hw3/hw3.ipynb) (Deadline: October, 25, 23:59 MSK) |
| 20.10.2022 | | [Seminar 6](./seminars/seminar6/seminar6.ipynb) Seminar 7 | | |
| 27.10.2022 | [QR decomposition and how to compute it. Eigenvalues and eigenvectors. Schur decomposition.](./lectures/lecture6/lecture6.ipynb) [QR algorithm. SVD and how we compute it.](./lectures/lecture7/lecture7.ipynb) | | | |
| 03.11.2022 | | [Seminars 8 and 9](./seminars/seminar8/seminar8.ipynb) | | |
| 10.11.2022 | [Sparse matrices and direct methods for large sparse linear systems. Spectral partitioning and Fiedler vector](./lectures/lecture8/lecture8.ipynb) [Intro to iterative methods](./lectures/lecture9/lecture9.ipynb) | | |
| 17.11.2022 | [Great iterative methods](./lectures/lecture10/lecture10.ipynb) | Seminar 10 | | 
| 24.11.2022 | | Seminar 11 Seminar 12 | [HW4](./hw/hw4/hw4.ipynb) (Deadline: December, 4, 23:59 MSK) |
| 01.12.2022 | [Iterative methods and preconditioners](./lectures/lecture11/lecture11.ipynb) | Seminar 13 | 
| 08.12.2022 | [Iterative methods for partial eigenvalue problem](./lectures/lecture12/lecture12.ipynb) | Seminar 14 | [HW5](./hw/hw5/hw5.ipynb) (Deadline: December, 15, 23:59 MSK) |
| 16.12.2022 | [Structured matrices, convolutions, FFT, Toeplitz matrices](./lectures/lecture13/lecture13.ipynb) [Matrix functions and randomized methods in NLA](./lectures/lecture14/lecture14.ipynb) | |

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