| Slides and support files (linear algebra part) |
 Exercises on Matlab syntax |
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Definiteness of matrices - definitions and characterization |
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Exercises on Householder reflectors and QR factorization |
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Lab assignments on QR factorization (updated on 2016-10-5: fixed a couple of errors) |
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Lab assignments on linear systems |
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 Example matrix (karate_ascii.mat) |
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Lab assignments on least squares problems |
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 Stats and salaries data (salaries.csv) |
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Lab assignments on eigenvalue problems |
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Exercises on the Schur factorization (theoretical) |
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| Matlab files |
matlab cheat sheet |
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 householder reflector construction |
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Arnoldi process |
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QR factorization (uses the Householder reflector in the previous file) |
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| Matlab files (optimization part) |
Gradient method for quadratic functions |
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Gradient method with inexact line search |
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Objective function used in the gradient method |
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Conjugate gradient method for quadratic functions |
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Directional direct-search method |
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Newton method with inexact line search |
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Frank-Wolfe method |
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Penalty method |
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Objective function used in the penalty method |
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Logarithmic barrier method |
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Objective function used in the Logarithmic barrier method |
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svm1 |
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svm2 |
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svm3 |
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| Other study material |
Linear algebra recall and special matrices (prof. Bevilacqua's notes) |
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Eigenvalues (prof. Bevilacqua's notes) |
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Matrix norms (prof. Bevilacqua's notes) |
Some notes written by prof. Roberto Bevilacqua, former teacher of this course. They contain useful background material on linear algebra as well as some of the new content explained in the first lectures.
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Student notes 2010-2011 course (Italian) |
The students of the 2010-2011 edition of NMO produced a set of notes written in LaTeX (in Italian) and released them under a CC license. The program of the course has changed since then, but the notes may still be useful.
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Short note on identity-plus-rank-one matrices |
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Answers to a few questions asked by a student |
On inverse and orthogonal iteration.
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More answers to questions asked by a student |
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More answers to student questions |
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| Exams |
Practice test (mock exam) 2016-12-13 |
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