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Lectures

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Lecture 1: Floating-point arithmetic, vector norms .html link .md .ipynb
Lecture 2. Matrix norms and unitary matrices .html link .md .ipynb
Lecture 3: Matvecs and matmuls, memory hierarchy, Strassen algorithm .html link .md .ipynb
Lecture 4: Matrix rank, low-rank approximation, SVD .html link .md .ipynb
Lecture 5: Linear systems .html link .md .ipynb
Lecture 6: Eigenvalues and eigenvectors .html link .md .ipynb
Lecture 7: Matrix decompositions and how we compute them .html link .md .ipynb
Lecture 8: Symmetric eigenvalue problem and SVD .html link .md .ipynb
Lecture 9: From dense to sparse linear algebra .html link .md .ipynb
Lecture 10: Sparse direct solvers .html link .md .ipynb
Lecture 11. Intro to iterative methods .html link .md .ipynb
Lecture 12: Great Iterative Methods .html link .md .ipynb
Lecture 13: Iterative methods and preconditioners .html link .md .ipynb
Lecture 14: Structured matrices, FFT, convolutions, Toeplitz matrices .html link .md .ipynb
Lecture 15: Matrix functions and matrix equations .html link .md .ipynb
Lecture 16: Iterative methods for large scale eigenvalue problems .html link .md .ipynb
Lecture 17: Tensors and tensor decompositions .html link .md .ipynb

Additional

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Python intro .html link .md .ipynb
Automatic differentiation with JAX .html link .md .ipynb
NLA and neural networks .html link .md .ipynb
Convergence of CG for different spectrum .html link .md .ipynb
Numerical linear algebra, Skoltech, Fall 2020, general course info .html link .md .ipynb