15-859B: Schedule

• Thu 14 Sept.
  Description of course. Go around room, introduce ourselves.
• Tue 19 Sept.
  for this day, read chapters 1 & 2 of Heath.
  Introduction. Linear Systems of Equations.
• Thu 21 Sept.
  for this day, read chapter 3.
  Least Squares.
• Tue 26 Sept.
  read chapter 4.
  Discuss Assignment 1, Householder Transformations, QR Decomposition, Matlab. Eigenvalues & Eigenvectors.
• Thu 28 Sept.
  read chapter 5.
  Intuition for matrices, Householder, and eigen-things.
• Tue 3 Oct.
  Assignment 1 due 5pm. Nonlinear Equations.
• Thu 5 Oct.
  read chapter 6.
  Optimization. Discuss Assignment 1 results.
• Tue 10 Oct.
  Optimization.
• Thu 12 Oct.
  Midterm.
• Tue 17 Oct.
  no class -- Paul out of town
• Thu 19 Oct.
  read chapters 7 and 8.
  Interpolation.
• Tue 24 Oct.
  Assignment 2 due 5pm. Numerical Integration and Differentiation.
• Thu 26 Oct.
  read chapter 9.
  Initial Value Problems.
• Mon 30 Oct.
  make-up class (for 17 Oct), 12-1:20, in our usual room. Results from assignment 1 (least squares).
• Tue 31 Oct.
  Initial Value Problems, part 2.
• Thu 2 Nov.
  read chapter 10.
  Boundary Value Problems.
• Tue 7 Nov.
  read chapter 11.
  Integral Equations. Partial Differential Equations.
• Thu 9 Nov.
  Partial Differential Equations. Iterative Algorithms and Sparse Linear Systems.
• Tue 14 Nov.
  read section 12.4 of Heath.
  Discuss midterms & assignment 2 (optimization).
• Thu 16 Nov.
  Assignment 3 due 5pm. Multigrid.
• Tue 21 Nov.
  Wavelets.
• Thu 23 Nov.
  no class -- Thanksgiving holiday.
  
• Tue 28 Nov.
  Wavelets. Review of Fourier Transforms. Distribute copies of Burrus chapters 1-3.
• Thu 30 Nov.
  read chapters 1-3 of Burrus.
  Wavelets. Distribute copies of Burrus chapters 4-6,11.
• Tue 5 Dec.
  read/skim chapters 4-6 of Burrus.
  Wavelets: History and Applications.
• Thu 7 Dec.
  Mesh Generation and Finite Element Methods. Distribute copies of Bern-Plassmann paper.
• Tue 12 Dec.
  read/skim Bern-Plassmann paper.
  Assignment 4 due the previous day. Review. Course evaluation (FCE forms).
• Fri 15 Dec.
  Final exam. Wean 6423. 8:30-11:30.