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IAM Short Course

A short course in linear algebra and software tools

There will be an optional short course before the main workshop, covering some linear algebra theory combined with an introduction to open source software tools for mathematical computing. This short course will run August 9-11 and will involve lectures on the theory, combined with computational examples. Notes will be posted.

Schedule

Day 1: Wednesday August 9

Start End Location Title Description
09:00 10:00 ESB 4133 (PIMS lounge) Breakfast
10:00 12:00 ESB 2012 Lecture Bash shell, version control with git and GitHub, Jupyter notebooks, and programming in Python.
13:00 15:00 ESB 2012 Lecture Linear systems, condition number, sparse direct tehcniques, conjugate gradient (Krylov subspaces) methods and preconditioning
15:00 18:00 ESB 5104/5106 Exercises Student exercises related to the day’s material.

Day 2: Thursday August 10

Start End Location Title Description
10:00 12:00 ESB 2012 Lecture Scientific computing in Python: NumPy, SciPy, matplotlib and pandas.
13:00 15:00 ESB 2012 Lecture Least squares (regression), vector Newton’s method, nonlinear optimization (Newton’s method, gradient descent).
15:00 18:00 ESB 5104/5106 Exercises

Day 3: Friday August 11

Start End Location Title Description
10:00 12:00 ESB 2012 Lecture Change of basis (FFT), eigen-analysis, singular value decomposition (principle component analysis)
13:00 15:00 ESB 2012 Lecture Numerical computing with numpy and basic machine learning with scikit-learn
15:00 18:00 ESB 5104/5106 Exercises