Lecture site:  AP&M 2402 
Lecture times:  Monday, Wednesday, Friday. 2:00pm2:50pm. 
Final Exam time and place 
December 12th, 2018, 3:00pm  5:59pm. Place to be announced. 
Instructor 
Martin Licht
Email: mlicht AT ucsd DOT edu Office: AP&M 5880E Hours: TBA. 1011pm. 
Grader 
TBA
Email: TBA AT ucsd DOT edu Office Hours: TBA ??pm in AP&M TBA 
Section  949162 
Credit Hours:  4 units 
Course content  Error analysis of the numerical solution of linear equations and least squares problems for the full rank and rank deficient cases. Error analysis of numerical methods for eigenvalue problems and singular value problems. Iterative methods for large sparse systems of linear equations. Prerequisites: graduate standing or consent of instructor. 
Formal prerequesite  Graduate standing or consent of instructor. 
Homework information  Homework will announced on WEEKDAYs after lecture. Homework can be submitted to the mailboxes on WEEKDAYs before 11am in the morning (before the lecture starts), or that the very beginning of WEEKDAY's lecture. All submissions must be in handedin in handwritten form. 
Academic Integrity  Every student is expected to conduct themselves with academic integrity. Violations of academic integrity will be treated seriously. See http://wwwsenate.ucsd.edu/manual/Appendices/app2.htm for UCSD Policy on Integrity of Scholarship. 
A+  A  A  B+  B  B  C+  C  C 
100  96.66  96.65  93.33  93.32  90.00  89.99  86.66  86.65  83.33  83.32  80.00  79.99  76.66  76.65  73.33  73.32  70 
Lecture  Content 

# 1, 0F 28.09.2018. 
Administrative. Outline of Numerical Linear Algebra. Simple algorithms. Homework 1 announced. 
# 2, 1M 01.10.2018. 
Simple algorithms. Inverting simple systems. 
# 3, 1W 03.10.2018. 
LU decomposition. Pivoting. 
# 4, 1F 05.10.2018. 
Cholesky decomposition. 
# 5, 2M 08.10.2018. 
QR decomposition using GramSchmidt orthogonalization. 
# 6, 2W 10.10.2018. 
QR decomposition using Givens rotations and Householder reflections. 
# 7, 2F 12.10.2018. 
Interlude: condition numbers. Homework 1 collected. Homework 2 announced. 
# 8, 3M 15.10.2018. 
Classical iterative methods. Convergence theory. 
# 9, 3W 17.10.2018. 
Preconditioning. Convergence of Richardson iteration with scalar preconditioning. 
# 10, 3F 19.10.2018. 
Jacobi preconditioning. 
#11, 4M 22.10.2018. 
GaussSeidel preconditioning. 
#12, 4W 24.10.2018. 
Overrelaxation methods. 
#13, 4F 26.10.2018. 
Iterative refinement. Homework 2 collected. Homework 3 announced. 
26.10.2018: Deadline to change grading option, change units, and drop classes without "W" grade on transcript.  
#14, 5M 29.10.2018. 
Gradient descent. Convergence. 
#15, 5W 31.10.2018. 
Methods of Conjugate Gradients. 
#16, 5F 02.11.2018. 
Methods of Conjugate Gradients. 
#17, 6M 05.11.2018. 
Methods of Conjugate Gradients. 
#18, 6W 07.11.2018. 

#19, 6F 09.11.2018. 
Homework 3 collected. Homework 4 announced. 
#20, 7M 12.11.2018. 
Veteran's Day Holiday 
#21, 7W 14.11.2018. 

#22, 7F 16.11.2018. 

#23, 8M 19.11.2018. 

#24, 8W 21.11.2018. 

#25, 8F 23.11.2018. 
Thanksgiving Holiday 
#26, 9M 26.11.2018. 
Homework 4 collected. Homework 5 announced. 
#27, 9W 28.11.2018. 

#28, 9F 30.11.2018. 
Homework 8 collected. 
30.11.2018: Deadline to with "W" grade on transcript.  
#29,10M 03.12.2018. 

#30,10W 05.12.2018. 

#31,10F 07.12.2018. 

FI TBA. 
Final Exam. TBA 11:00pm  2:59pm. Place to be announced. 