|
| Week | Contents |
|---|---|
| Week 1 | Course overview. |
| Week 2 | Review: Diagonalizability of matrices, spectral theorem symmetric matrices, positive square root of positive semidefinite matrices, basics of norms. |
| Week 3 | Matrix norms, induced norms, matrix p-norms, properties of norms, condition number. |
| Week 4 | Sensitivity analysis for linear systems, Scaling and condition number. |
| Week 5 | Back substitution, Gaussinan elimination, LU decomposition, pivoting |
| Week 6 | Cholesky decomposition, Plane rotator(Givens rotator), , QR decomposition(Proof using rotators) |
| Week 7 | Reflector(Householder transformation), QR decomposition(Proofs using reflectors), Least squares problems. |
| Mid semester | 17.02.2020 to 25.02.2020 |