Numerical Linear Algebra in OZON Masters, Fall 2019 Date Lectures Practice sessions Home assignments 21.09.2019 General info about the course. Floating point numbers. Vector norms. Matrix norms and unitary matrices Seminar 1 23.09.2019 Matrix rank. Low-rank approximation and SVD. Linear systems 30.09.2019 Matrix multiplication and memory hierarchy. QR decomposition and how we compute it Seminar 2 HW1 (Deadline: November, 3, 01:00) 07.10.2019 Seminar 3 Seminar 4 14.07.2019 Canceled due to super typhoon in Japan 21.10.2019 Eigenvalues and eigenvectors. Schur decomposition and how we compute it Seminar 5 28.10.2019 Seminar 6 04.11.2019 SVD and how we compute it. Sparse matrices: how we store them and compute LU decomposition. Spectral partitioning and Fiedler vector 11.11.2019 Intro to iterative methods. Krylov subspace. Great iterative methods: CG and GMRES HW2 (Deadline: December, 9, 01:00) 18.11.2019 Seminar 7 25.11.2019 Preconditioners and iterative methods for eigenvalue problem 02.12.2019 Seminar 8 09.12.2019 Structured matrices, convolutions, FFT, Toeplitz matrices 16.12.2019 Matrix functions and matrix equations