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MA32065: Numerical linear algebra

[Page last updated: 22 May 2025]

Academic Year: 2025/26
Owning Department/School: Department of Mathematical Sciences
Credits: 10 [equivalent to 20 CATS credits]
Notional Study Hours: 200
Level: Honours (FHEQ level 6)
Period:
Semester 1
Assessment Summary: CWRI 25%, EXCB 75%
Assessment Detail:
  • Examination (EXCB 75%)
  • Mini project (CWRI 25%)
Supplementary Assessment:
Like-for-like reassessment (where allowed by programme regulations)
Requisites: Before taking this module you must take MA22037 OR take MA20222
In taking this module you cannot take MA30051
Learning Outcomes: By the end of the unit, you will be able to:
  • use numerical methods for solving linear systems and algebraic eigenvalue problems with a computer,
  • analyse the behaviour of these methods with rigorous mathematics,
  • and appraise relevant practical issues in applying these techniques to solve real-world problems.



Synopsis: You will study modern iterative methods for solving linear systems and for solving the algebraic eigenvalue problems, including the analysis of algorithms and practical issues in solving problems in science and engineering.

Content: Topics will be chosen from the following: Linear matrix eigenvalue problem: The Schur form. The power method and its extensions. Subspace methods. Error analysis and convergence theory. Perturbation theory. Givens/Householder QR factorization and the QR method. The Lanczos method and extensions. Krylov subspace methods. The Jacobi algorithm. The Divide and Conquer method. Extensions to generalised and nonlinear eigenvalue problems. Special matrix classes and applications. The Singular Value Decomposition and applications. Iterative methods for linear systems: Convergence of stationary iteration methods. Descent methods and the conjugate gradient method and extensions. Krylov subspace methods and preconditioners. Relationship between Lanczos and conjugate gradient method. Error bounds and perturbation theory. Convergence and extensions. Special matrix classes and applications.

Course availability:

MA32065 is Optional on the following courses:

Department of Computer Science
  • USCM-AFB32 : BSc(Hons) Computer Science and Mathematics (Year 3)
  • USCM-AAB20 : BSc(Hons) Computer Science and Mathematics with Study year abroad (Year 4)
  • USCM-AKB20 : BSc(Hons) Computer Science and Mathematics with Year long work placement (Year 4)
Department of Economics
  • UHES-AFB12 : BSc(Hons) Economics and Mathematics (Year 3)
  • UHES-AAB04 : BSc(Hons) Economics and Mathematics with Study year abroad (Year 4)
  • UHES-AKB04 : BSc(Hons) Economics and Mathematics with Year long work placement (Year 4)
  • UHES-ACB04 : BSc(Hons) Economics and Mathematics with Combined Placement and Study Abroad (Year 4)
Department of Mathematical Sciences
  • USMA-AAB16 : BSc(Hons) Mathematical Sciences with Study year abroad (Year 4)
  • USMA-AKB16 : BSc(Hons) Mathematical Sciences with Year long work placement (Year 4)
  • USMA-AFB30 : BSc(Hons) Mathematics (Year 3)
  • USMA-AAB14 : BSc(Hons) Mathematics with Study year abroad (Year 4)
  • USMA-AKB14 : BSc(Hons) Mathematics with Year long work placement (Year 4)
  • USMA-AFB32 : BSc(Hons) Mathematics and Statistics (Year 3)
  • USMA-AAB02 : BSc(Hons) Mathematics and Statistics with Study year abroad (Year 4)
  • USMA-AKB02 : BSc(Hons) Mathematics and Statistics with Year long work placement (Year 4)
  • USMA-AFB33 : BSc(Hons) Mathematics, Statistics and Data Science (Year 3)
  • USMA-AAB20 : BSc(Hons) Mathematics, Statistics, and Data Science with Study year abroad (Year 4)
  • USMA-AKB20 : BSc(Hons) Mathematics, Statistics, and Data Science with Industrial Placement (Year 4)
  • USMA-AFM30 : MMath(Hons) Mathematics (Year 3)
  • USMA-AKM15 : MMath(Hons) Mathematics with Year long work placement (Year 4)
Department of Physics
  • USPH-AFB26 : BSc(Hons) Mathematics and Physics (Year 3)
  • USXX-AAB04 : BSc(Hons) Mathematics and Physics with Study year abroad (Year 4)
  • USXX-AKB04 : BSc(Hons) Mathematics and Physics with Year long work placement (Year 4)
  • USPH-AFM26 : MSci(Hons) Mathematics and Physics (Year 3)
  • USXX-AAM01 : MSci(Hons) Mathematics and Physics with Study year abroad (Year 4)
  • USXX-AKM01 : MSci(Hons) Mathematics and Physics with Year long work placement (Year 4)

Notes:

  • This unit catalogue is applicable for the 2025/26 academic year only. Students continuing their studies into 2026/27 and beyond should not assume that this unit will be available in future years in the format displayed here for 2025/26.
  • 好色tv and units are subject to change in accordance with normal University procedures.
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  • Find out more about these and other important University terms and conditions here.