Harvard AM205 video 5.1 - Introduction to eigenvalue problems
Harvard AM205 video 5.6 - QR algorithm
Harvard AM205 video 5.9 - Krylov methods: Arnoldi iteration and Lanczos interation
Harvard AM205 video 3.16 - Partial differential equations
Harvard AM205 video 2.6 - Timing algorithms
Harvard AM205 video 4.12 - PDE-constrained optimization
Harvard AM205 video 5.2 - Eigenvalue definitions
Harvard AM205 video 4.5 - Conditions for a global minimum
Harvard AM205 video 5.10 - Conjugate gradient method
Harvard AM205 video 3.4 - Gauss quadrature
Applications of Non Linear Systems Notes
10.2.4 Simple shifted QR algorithm, cost
A Primal-Dual Algorithm for Risk Minimization in PDE-Constrained Optimization
Tube PSD example Eigenvalues
4-1 Introduction to eigenvalue problems
Understanding scipy.minimize part 1: The BFGS algorithm
Theory - The Clenshaw algorithm
7.1 Newton's Method - A First View
Penalty Function Method and Barrier Method in Optimization Part 2
Power method