Numerical Analysis (CS 450) Spring 2024
Notes while self-studying UIUC’s CS 450.
Homeworks are available at the Spring 2021 edition of the course.
Lecture 1 ┊ Lecture Video
Well-posed problems, Error Analysis, Condition Number
Lecture 2 ┊ Lecture Video
Accuracy and Stability, Floating Point Arithmetic, Operation Error
Lecture 3 ┊ Lecture Video
Vector Norms, Matrix Norms, Matrix Condition Number, SVD
Lecture 4 ┊ Lecture Video
Conditioning of Linear Systems, Solving Linear Systems, Triangular Matrices
Lecture 5 ┊ Lecture Video
LU Factorization, Partial Pivoting
Lecture 6 ┊ Lecture Video
Partial Pivoting, Error Analysis of LU, Sherman-Morrison-Woodbury Formula
Lecture 7 ┊ Lecture Video
Linear Least Squares, Normal Equations, QR Factorization, Gram-Schmidt Process