Postgraduate course

Numerical Linear Algebra

  • ECTS credits10
  • Teaching semesterAutumn
  • Course codeMAT261
  • Number of semesters1
  • LanguageEnglish
  • Resources

Semester of Instruction


Objectives and Content

This course deals with algorithms to solve: The eigenvalue problem superdeterminant equation systems and linear equation systems (onlyKrylov subspace iteration). Algorithms for matrix decomposition as QR-factorisation and Singular-value decomposition will be discussed and analysed with respect to stability and complexity.

Learning Outcomes

Upon completion of the course, the successful candidate shall be able to:

  • Choose the most appropriate numerical method to solve a given linear algebra problem.
  • Explain and describe the principles of SVD, QR, LU and Cholesky factorization of matrices.
  • Have the knowledge of different methods for eigenvalue problems, like power method, divide and conquer and QR method.
  • Explain the principles of Krylov subspace methods, like the Arnoldi iteration, GMRES, Lanczos iteration and conjugate gradients.
  • Analyze the speed and rate of convergence and stability of numerical algorithms.

Required Previous Knowledge


Recommended Previous Knowledge

MAT160 Scientific computing I

Compulsory Assignments and Attendance


Forms of Assessment

Written exam. Exercises might be graded and included in the final grade. It may be oral examination if less than 20 students attend the course.

Grading Scale

The grading scale used is A to F. Grade A is the highest passing grade in the grading scale, grade F is a fail.