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 911 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), eigenanalysis, singular value decomposition (principle component analysis) 
13:00 
15:00 
ESB 2012 
Lecture 
Numerical computing with numpy and basic machine learning with scikitlearn 
15:00 
18:00 
ESB 5104/5106 
Exercises 
