Block 3 - Structured matrices in data analysis

This block consists of four lectures and one homework set (see homework page).

There are also office hours where you can ask questions about the homework and other things in the course.

Between lectures you should work on your own with the material shown in the asynchronous learning sections:

• Video quizzes. These are mandatory.
• Optional, but recommended, video material to watch for deeper understanding.
• Third homework set. Work on this during the whole block. The deadline is 3/3.
  

The reading material referenced is:

• EJ3 = Lecture notes on structured algorithms for structured matrices Download Lecture notes on structured algorithms for structured matrices, by Elias Jarlebring
• GvL2 = Extract about Toeplitz matrices Download Extract about Toeplitz matrices, from the book Matrix Computations, by Gene Golub and Charles van Loan
• PGM2 = Extract about fast algorithms for rank-structured matrices Download Extract about fast algorithms for rank-structured matrices, from the book Fast direct solvers for elliptic PDEs, by Per-Gunnar Martinsson
• AB = Extract about the fast Fourier transform Download Extract about the fast Fourier transform, from the book Numerical methods in matrix computations, by Åke Björck

Recommended exercises are in the files:

• AL19 = Active Learning 2019
• AL20 = Active Learning 2020
• AL21 = Active Learning 2021 (unfiltered) Download Active Learning 2021 (unfiltered)
• AL22 = Active Learning 2022

OBS! The schedule below is preliminary. Minor changes may be made.

Date	Activities	Reading and recommended exercises
14/2	Lecture 10 Introduction structured matrices Fast Fourier Transform Circulant matrics Slides Download Slides Notes Download Notes	Reading: EJ3: Sections 3.1, 3.2, 3.4 AB: Section 1.8.5 GvL2: Sections 4.8-4.8.2 Recommended exercises: AL20: 3-2, 3-3, 3-11, 3-21 AL21: 3-1, 3-19, 3-30
	Asynchronous learning 10 Video quiz 10a: Extending a Toeplitz matrix to a circulant matrix Video quiz 10b: Intro to Levinson, Durbin, Trench Homework 3	Reading: EJ3: Section 3.4 Recommended exercises: AL19: 3-9, 3-10, AL20: 3-25
18/2	Lecture 11 Toeplitz matrices Slides Download Slides Notes Download Notes	Reading: EJ3: Section 3.4 GvL2: Sections 4.7-4.7.5 Recommended exercises AL19: 3-5, 3-6, 3-11, AL20: 3-9, 3-15 AL21:  3-14, 3-17
	Asynchronous learning 11 Video quiz 11: HSS matrices Homework 3	Reading: EJ3: Section 3.5 Recommended exercises: AL22: 3-14a
19/2	Lecture 12 Semi-separable matrices Hierarchically off-diagonal low-rank (HODLR) matrices Slides Download Slides Notes Download Notes	Reading: EJ3: Section 3.5 PGM2: Chapter 5 Recommended exercises: AL20: 3-22, AL22: 3-22
	Asynchronous learning 12 Homework 3
21/2	Lecture 13 No lecture. Instead Q&A about homework/course.
25/2	Office hours
26/2	Lecture 14 Cancelled
3/3	Deadline Homework 3