Anıl's notes

My handwritten notes.

Optimization theory

Arnoldi Iteration

Arnoldi iteration method to compute maximum eigenvalue of the Hessian. The figure is taken from this video.

Apr 2026 8 pp.
Gradient Descent, Chebyshev Acceleration, and Krylov Subspace Methods cover

Gradient Descent, Chebyshev Acceleration, and Krylov Subspace Methods

Various configurations of gradient descent for linear least squares problem and their convergence rates when $\nabla^2 \mathcal{L} \succ 0$. These notes are from the class DSC 243: Advanced Optimization taught by Dmitriy Drusvyatskiy at UCSD.

Apr 2026 20 pp.