# CS450 Calendar

**Note:**Some calendar entries are clickable and link to entries below.

**Exam 4**(May 5, 2016 - May 12, 2016)

As you may have seen in our class policies, our exams will take place in a computer-based testing facility ("CBTF") in DCL.

You must
**schedule your exam**
with the Computer-Based Testing Facility at this link.
This exam is now available for scheduling.

Find out more about the testing facility, such as:

- where it is
- when to show up
- what to bring (and not to bring)

The exam will be 180 minutes in length, and it will cover material through the end of the class. It will contain roughly twice the number of questions of a regular exam.

**Lecture 40**(May 4, 2016, 9 a.m. - May 4, 2016, 9:50 a.m.)

**Lecture 39**(May 2, 2016, 9 a.m. - May 2, 2016, 9:50 a.m.)

**Lecture 38**(April 29, 2016, 9 a.m. - April 29, 2016, 9:50 a.m.)

**Lecture 37**(April 27, 2016, 9 a.m. - April 27, 2016, 9:50 a.m.)

**Lecture 36**(April 25, 2016, 9 a.m. - April 25, 2016, 9:50 a.m.)

- ODEs: Conversion to first-order form
- ODEs: Properties
- ODEs: Existence and Uniqueness, Conditioning/Stability
- ODEs: Constant-coefficient ODEs: Solutions, stability

**Lecture 35**(April 22, 2016, 9 a.m. - April 22, 2016, 9:50 a.m.)

- Finite Difference Formulas by Taylor truncation
- Finite Difference: Noise amplification/Floating point issues
- Richardson extrapolation
- Introduction to ODEs

**Lecture 34**(April 20, 2016, 9 a.m. - April 20, 2016, 9:50 a.m.)

- Gaussian quadrature
- Properties of Numerical differentiation
- Numerical differentiation via interpolation

**Lecture 33**(April 18, 2016, 9 a.m. - April 18, 2016, 9:50 a.m.)

- Accuracy of Newton-Cotes quadrature
- Stability of quadrature
- Composite quadrature

**Lecture 32**(April 13, 2016, 9 a.m. - April 13, 2016, 9:50 a.m.)

(No quiz 32)

- Intro to Quadrature: Existence, Uniqueness, Conditioning
- Newton-Cotes and Chebyshev (Clenshaw-Curtis) quadrature
- Method of undetermined coefficients

**Exam 3**(April 12, 2016 - April 15, 2016)

As you may have seen in our class policies, our exams will take place in a computer-based testing facility ("CBTF") in DCL.

You must
**schedule your exam**
with the Computer-Based Testing Facility at this link.
This exam is now available for scheduling.

Find out more about the testing facility, such as:

- where it is
- when to show up
- what to bring (and not to bring)

The exam will be 50 minutes in length, and it will cover material up to and including the lecture of April 8.

**Lecture 31**(April 11, 2016, 9 a.m. - April 11, 2016, 9:50 a.m.)

- Interpolation error: Relation to smoothness
- Interpolation error: the asymptotic regime
- Order of accuracy
- Piecewise polynomial interpolation
- Linear and Cubic Splines

**Lecture 30**(April 8, 2016, 9 a.m. - April 8, 2016, 9:50 a.m.)

- Legendre and Chebyshev polynomials
- Chebyshev nodes
- Chebyshev interpolation
- Interpolation error

**Lecture 29**(April 6, 2016, 9 a.m. - April 6, 2016, 9:50 a.m.)

- Ill-conditioning of the Monomial Basis
- Edge-clustering of interpolation nodes
- Lagrange basis for interpolation
- Newton basis for interpolation
- Orthogonal Polynomials

**Lecture 28**(April 4, 2016, 9 a.m. - April 4, 2016, 9:50 a.m.)

- Sequential Quadratic Programming ("SQP")
- Brief intro to Inequality-Constrained Programming
- Intro to Interpolation
- Choices of Nodes and Basis for Interpolation

**Lecture 27**(April 1, 2016, 9 a.m. - April 1, 2016, 9:50 a.m.)

- Gauss-Newton
- Levenberg-Marquardt
- Identity-Constrained Optimization
- Lagrange Multipliers

**Lecture 26**(March 30, 2016, 9 a.m. - March 30, 2016, 9:50 a.m.)

- Steepest Descent
- Newton in $n$ dimensions
- Nelder-Mead

**Lecture 25**(March 28, 2016, 9 a.m. - March 28, 2016, 9:50 a.m.)

- Golden Section Search
- Newton in 1 dimension

**Lecture 24**(March 18, 2016, 9 a.m. - March 18, 2016, 9:50 a.m.)

- Optimization
- Problem Setup
- Existence/Uniqueness
- Convexity
- Conditioning
- Optimality Conditions

**Lecture 23**(March 16, 2016, 9 a.m. - March 16, 2016, 9:50 a.m.)

- Trust region/hybrid methods
- Nonlinear equations in $n$ dimensions:
- Fixed Point Iteration
- Newton
- Secant Updating

- Intro to Optimization

**Group discussion**(March 15, 2016, 5:30 p.m. - March 15, 2016, 7:45 p.m.)

Group office hours by Matt, Pete, and Lishen. Held in 1105 Siebel.

**Lecture 22**(March 14, 2016, 9 a.m. - March 14, 2016, 9:50 a.m.)

- Fixed Point Iteration (1D)
- Newton (1D)
- Convergence properties

**Lecture 21**(March 9, 2016, 9 a.m. - March 9, 2016, 9:50 a.m.)

- Conditioning of root finding, multiple roots
- Iterative procedures, rates of convergence
- Bisection method

**Exam 2**(March 8, 2016 - March 11, 2016)

As you may have seen in our class policies, our exams will take place in a computer-based testing facility ("CBTF") in DCL.

You must
**schedule your exam**
with the Computer-Based Testing Facility at this link.
This exam is now available for scheduling.

Find out more about the testing facility, such as:

- where it is
- when to show up
- what to bring (and not to bring)

The exam will be 50 minutes in length, and it will cover material up to and including the lecture of March 4.

**Group discussion**(March 8, 2016, 5:30 p.m. - March 8, 2016, 7:45 p.m.)

Group office hours by Matt, Pete, and Lishen. Held in 1105 Siebel.

**Lecture 20**(March 7, 2016, 9 a.m. - March 7, 2016, 9:50 a.m.)

- Ritz values
- Intro to nonlinear equations, existence of solutions

**Lecture 19**(March 4, 2016, 9 a.m. - March 4, 2016, 9:50 a.m.)

- Hessenberg form for acceleration of QR iteration
- Krylov space methods
- Arnoldi iteration

**Lecture 18**(March 2, 2016, 9 a.m. - March 2, 2016, 9:50 a.m.)

- Simultaenous Iteration
- Orthogonal Iteration
- QR Iteration (also with Shifts)

**Lecture 17**(Feb. 29, 2016, 9 a.m. - Feb. 29, 2016, 9:50 a.m.)

- Transformations of Eigenvalue Problems
- Schur form
- Power Method and its Variants

**Python Workshop**(Feb. 25, 2016, 6 p.m. - Feb. 25, 2016, 8 p.m.)

Takes place in 1304 Siebel.

**Lecture 16**(Feb. 26, 2016, 9 a.m. - Feb. 26, 2016, 9:50 a.m.)

- Eigenvalues: Math recap
- Sensitivity of Eigenvalue Problems

**Lecture 15**(Feb. 24, 2016, 9 a.m. - Feb. 24, 2016, 9:50 a.m.)

- SVD for least squares
- SVD for low-rank approximation
- Cost of matrix factorizations

**Lecture 14**(Feb. 22, 2016, 9 a.m. - Feb. 22, 2016, 9:50 a.m.)

- Givens QR
- Rank-deficient QR and least squares
- SVD

**Lecture 13**(Feb. 19, 2016, 9 a.m. - Feb. 19, 2016, 9:50 a.m.)

- Householder QR

**Lecture 12**(Feb. 17, 2016, 9 a.m. - Feb. 17, 2016, 9:50 a.m.)

- Least Squares Conditioning
- QR
- Gram-Schmidt and Modified Gram-Schmidt

**Lecture 11**(Feb. 15, 2016, 9 a.m. - Feb. 15, 2016, 9:50 a.m.)

- Normal Equations
- Least squares viewed geometrically
- Orthogonal Projections
- Pseudoinverse

**Lecture 10**(Feb. 10, 2016, 9 a.m. - Feb. 10, 2016, 9:50 a.m.)

- Non-asymptotic cost concerns for linear algebra
- BLAS
- Special matrix formats (sparse, banded)
- Sherman-Morrison
- Introduction to Least Squares, Data Fitting

**Exam 1**(Feb. 9, 2016 - Feb. 12, 2016)

**schedule your exam**
with the Computer-Based Testing Facility at this link.
This exam is now available for scheduling.

Find out more about the testing facility, such as:

- where it is
- when to show up
- what to bring (and not to bring)

To get an idea of what to expect (just) for this first exam, you may try this practice exam.

The exam will be 50 minutes in length, and it will cover material up to and including the lecture of Feb 5.

**"Frontal" Discussion**(Feb. 9, 2016, 5 p.m. - Feb. 9, 2016, 6:30 p.m.)

Discussion section (non-mandatory). Held in 1105 Siebel.

**Lecture 9**(Feb. 8, 2016, 9 a.m. - Feb. 8, 2016, 9:50 a.m.)

- Pivoting for LU
- Asymptotic cost of matrix operations, LU

**Office Hours Lishen**(Feb. 8, 2016, 5 p.m. - Feb. 8, 2016, 6 p.m.)

Office hours. Held in 4405 Siebel.

**Lecture 8**(Feb. 5, 2016, 9 a.m. - Feb. 5, 2016, 9:50 a.m.)

- Elimination Matrices
- LU factorization

**Office Hours Andreas**(Feb. 5, 2016, 10 a.m. - Feb. 5, 2016, 11 a.m.)

Andreas's office hours. Discussion area on the 4th floor of Siebel (western part/by the elevator)

**Lecture 7**(Feb. 3, 2016, 9 a.m. - Feb. 3, 2016, 9:50 a.m.)

- Conditioning
- Changed-matrix estimate
- Backward/forward substitution

**"Frontal" Discussion**(Feb. 2, 2016, 5 p.m. - Feb. 2, 2016, 6:30 p.m.)

Discussion section (non-mandatory). Held in 1105 Siebel.

**Lecture 6**(Feb. 1, 2016, 9 a.m. - Feb. 1, 2016, 9:50 a.m.)

- Matrix norms recap
- Conditioning of $Ax=b$
- Relationship between residual and error

**Office Hours Lishen**(Feb. 1, 2016, 5 p.m. - Feb. 1, 2016, 6 p.m.)

Office hours. Held in 4405 Siebel.

**Lecture 5**(Jan. 29, 2016, 9 a.m. - Jan. 29, 2016, 9:50 a.m.)

- FP arithmetic
- Cancellation
- Matrix norms

**Office Hours Andreas**(Jan. 29, 2016, 10 a.m. - Jan. 29, 2016, 11 a.m.)

Andreas's office hours. Discussion area on the 4th floor of Siebel (western part/by the elevator)

**Lecture 4**(Jan. 27, 2016, 9 a.m. - Jan. 27, 2016, 9:50 a.m.)

**"Frontal" Discussion**(Jan. 26, 2016, 5 p.m. - Jan. 26, 2016, 6:30 p.m.)

Discussion section (non-mandatory). Held in 1105 Siebel.

**Lecture 3**(Jan. 25, 2016, 9 a.m. - Jan. 25, 2016, 9:50 a.m.)

- Stability/Accuracy
- Intro to FP
- Normalization

**Office Hours Lishen**(Jan. 25, 2016, 5 p.m. - Jan. 25, 2016, 6 p.m.)

Office hours. Held in 4405 Siebel.

**Lecture 2**(Jan. 22, 2016, 9 a.m. - Jan. 22, 2016, 9:50 a.m.)

- Stability/Accuracy
- Intro to FP
- Normalization

**Office Hours Andreas**(Jan. 22, 2016, 10 a.m. - Jan. 22, 2016, 11 a.m.)

Andreas's office hours. Discussion area on the 4th floor of Siebel (western part/by the elevator)

**Lecture 1**(Jan. 20, 2016, 9 a.m. - Jan. 20, 2016, 9:50 a.m.)

- Introduction
- Well-posedness, sensitivity
- Errors
- Norms