2023 Spring MATH 191 002 SEM 002

Spring 2023

MATH 191 002 - SEM 002

Experimental Courses in Mathematics

NUMERICAL ANALYSIS FOR DATA SCIENCE AND STATISTICS

Jon A Wilkening

Jan 17, 2023 - May 05, 2023
Mo, We, Fr
02:00 pm - 02:59 pm
Class #:33533
Units: 4

Instruction Mode: In-Person Instruction

Offered through Mathematics

Current Enrollment

Total Open Seats: 26
Enrolled: 24
Waitlisted: 0
Capacity: 50
Waitlist Max: 10
No Reserved Seats

Hours & Workload

2 to 8 hours of outside work hours per week, and 1 to 4 hours of student-instructor coverage of course materials per week.

Final Exam

TUE, MAY 9TH
11:30 am - 02:30 pm
Evans 60
Evans 4

Other classes by Jon A Wilkening

Course Catalog Description

The topics to be covered and the method of instruction to be used will be announced at the beginning of each semester that such courses are offered. See departmental bulletins.

Class Description

Introduction to applied linear algebra and optimization with applications in data science. We will cover Parts I,II,III,VI,VII (and a few subtopics of IV,V) of Strang’s book, as well as chapters 2 and 3 of Higham’s book and Chapter 2 of Demmel’s book, including: • Floating-point arithmetic, condition number, perturbation theory, backward stability analysis • Matrix decompositions (LU/QR/Cholesky/SVD), least squares problems, orthogonal matrices • Eigenvalues, eigenvectors, Rayleigh quotients, generalized eigenvalues • Principal components, low rank approximation, compressed sensing, matrix completion • Convexity, Newton’s method, Levenberg-Marquardt method, quasi-Newton methods • Randomized linear algebra, stochastic gradient descent • Machine learning, neural networks (deep/convolution), adjoint methods, backpropagation

Class Notes

Prerequisites: Math 53 and 54 or equivalent (e.g., Math 91 from Fall 2022 can replace Math 54)

Rules & Requirements

Repeat Rules

Reserved Seats

Current Enrollment

No Reserved Seats

Textbooks & Materials

See class syllabus or https://calstudentstore.berkeley.edu/textbooks for the most current information.

Textbook Lookup

Guide to Open, Free, & Affordable Course Materials

eTextbooks

Associated Sections

None