nla2019_ozon

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NLA course in OZON Masters

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# Numerical Linear Algebra in OZON Masters, Fall 2019

|Date| Lectures | Practice sessions | Home assignments|
|----|----|----| :----: |
|21.09.2019| [General info about the course.](./lectures/general_info.ipynb) [Floating point numbers. Vector norms. Matrix norms and unitary matrices](./lectures/lecture1/lecture-1.ipynb) | [Seminar 1](./seminars/seminar1/seminar1.ipynb) | |
| 23.09.2019| [Matrix rank. Low-rank approximation and SVD. Linear systems](./lectures/lecture2/lecture2.ipynb) | | |
| 30.09.2019| [Matrix multiplication and memory hierarchy. QR decomposition and how we compute it](./lectures/lecture3/lecture3.ipynb) | [Seminar 2](./seminars/seminar2/seminar2.ipynb) | [HW1](./hw/hw1/hw1.ipynb) (Deadline: November, 3, 01:00) | 
| 07.10.2019 | | [Seminar 3](./seminars/seminar3/seminar3.ipynb) [Seminar 4](./seminars/seminar4/seminar4.ipynb) |
| 14.07.2019 | Canceled due to super typhoon in Japan | | |
| 21.10.2019 | [Eigenvalues and eigenvectors. Schur decomposition and how we compute it](./lectures/lecture4/lecture4.ipynb) | [Seminar 5](./seminars/seminar5/seminar5.ipynb)|
| 28.10.2019 | | [Seminar 6](./seminars/seminar6/seminar6.ipynb) |
| 04.11.2019 | [SVD and how we compute it. Sparse matrices: how we store them and compute LU decomposition. Spectral partitioning and Fiedler vector](./lectures/lecture5/lecture5.ipynb) | | |
| 11.11.2019 | [Intro to iterative methods. Krylov subspace. Great iterative methods: CG and GMRES](./lectures/lecture6/lecture6.ipynb) | | [HW2](./hw/hw2/hw2.ipynb) (Deadline: December, 9, 01:00) | 
| 18.11.2019 | | [Seminar 7](./seminars/seminar7/seminar7.ipynb) | | 
| 25.11.2019 | [Preconditioners and iterative methods for eigenvalue problem](./lectures/lecture7/lecture7.ipynb) | | |
| 02.12.2019 | | Seminar 8 | |
| 09.12.2019 | [Structured matrices, convolutions, FFT, Toeplitz matrices](./lectures/lecture8/lecture-8.ipynb) | | |
| 16.12.2019 | [Matrix functions and matrix equations](./lectures/lecture9/lecture-9.ipynb) | | |

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