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Numerical linear algebra course, @SkolTech, Term 2, 2019

https://nla.skoltech.ru

This repository contains lectures and homeworks for Numerical linear algebra course. It will be updated as the class progresses.

Week Lecture notebooks Supplementary materials Homework Tests
1 General info [GitHub, Nbviewer]
Intro to Python [GitHub, Nbviewer]
SVD Applications, part 1 [GitHub, Nbviewer]
SVD Applications, part 2 [GitHub, Nbviewer]
Matrix calculus intro [GitHub, Nbviewer]
Data folder Pre-term test
2 Lecture 1. Floating point arithmetic, vector nortms [GitHub, Nbviewer]
Lecture 2. Matrix norms and unitary matrices [GitHub, Nbviewer]
Lecture 3. Matvecs and matmuls, memory hierarchy, Strassen algorithm [GitHub, Nbviewer]
Lecture 4. Matrix rank, low-rank approximation, SVD [GitHub, Nbviewer]
Problem set 1
(Deadline: 15.11.2019 23:59)
3 Lecture 5. Linear systems [GitHub, Nbviewer]
Lecture 6. Eigenvalues and eigenvectors [GitHub, Nbviewer]