Numerical Linear Algebra in OZON Masters, Fall 2021

Date	Lectures	Practice sessions	Home assignments
07.09.2020	General info about the course. Floating point numbers. Vector norms	Seminar 1 Review and main policies
14.09.2020	Matrix norms and unitary matrices.	Seminar 2
21.09.2020	Matrix rank and low-rank approximation. SVD. Linear systems		HW1 (Deadline: October 24, 02:00)
28.09.2020	Matrix multiplication and memory hierarchy. QR decomposition and how to compute it.	Seminar 3
05.10.2021		Seminar 4 Seminar 5
12.10.2021		Seminar 6 Seminar 7
19.10.2021	Eigenvalues and eigenvectors. Schur decomposition and how we compute it	Seminar 8
26.10.2021	SVD and how we compute it. Sparse matrices and direct methods for large sparse linear systems. Spectral partitioning and Fiedler vector
02.11.2021	Introduction to iterative methods for linear systems	Seminar 9
09.11.2021	Great iterative methods	Seminar 10	HW2 (Deadline: December 14, 02:00)
16.11.2021	Iterative methods and preconditioners	Seminar 11
23.11.2021	Iterative methods for partial eigenvalue problem	Seminar 12
30.11.2021	Structured matrices, convolutions, FFT, Toeplitz matrices	Seminar 13
07.12.2021	Matrix functions and intro to randomized numerical linear algebra	Seminar 14