Math 295 Numerical Analysis

Welcome to the course webpage for Fall 2019 Numerical Analysis.

Syllabus Notes MATLAB
Instructor Info
Rob Thompson rthompson@carleton.edu
Anderson 238 x4366
Office hours: see here

Course Schedule
Info Reading Problems Other
Sep 16 - Sep 22
inner products and norms
orthogonality
singular value decomposition
[TB] Lectures 1-4 Problem Set #1 Install MATLAB
Sep 23 - Sep 29
svd existence proof
low rank approximation
[TB] Lectures 4,5
[CG] Chapter 5.3
Problem Set #2 Retro SVD video
Sep 30 - Oct 6
svd and data
principal component analysis
[CG] Chapter 5.3 cont. Problem Set #3 Exam 1
due Oct 11 at 4a
Oct 7 - Oct 13
least-squares
[TB] Lecture 11
[CG] 6.1-6.4
Problem Set #4
Oct 14 - Oct 20
conditioning
[H] 2.3.3-2.3.4, 3.3 and/or
[TB] Lectures 12, 18
Problem Set #5
Oct 21 - Oct 27
least-norm least squares
regularized least squares
Boyd's notes
Leykekhman's notes
Problem Set #6 Exam 2
due Nov 1 at 4a
Oct 28 - Nov 3
linear programming
duality
[F] Chapters 1-3 and/or
[GKT] 2.1-2.5, 4.1-4.2
Problem Set #7
Nov 4 - Nov 10
simplex method
[F] Chapters 3-4 Problem Set #8
Nov 11 - Nov 17
projects
none none Exam 3
due Nov 20 at 4a
Nov 18 - Nov 25
projects
none none