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MATH 3NA3

NUMERICAL LINEAR ALGEBRA

Undergraduate

Fall 2026 · C01

Topics

  • MATLAB basics
  • Matrices and vectors
  • Floating-point arithmetic
  • Accuracy, efficiency, and robustness
  • Operation counts and computational complexity
  • Vector and matrix norms
  • Conditioning and error analysis
  • LU factorization
  • Cholesky factorization
  • Jacobi and Gauss-Seidel iterative methods
  • Convergence of iterative methods
  • Bisection method
  • Fixed-point iteration
  • Newton's method
  • Systems of nonlinear equations
  • Symmetric and orthogonal matrices
  • Orthogonal projections
  • QR factorization
  • Least-squares problems and data fitting
  • Basic properties of eigenvalues and eigenvectors
  • Power iteration
  • Rayleigh quotient iteration
  • Deflation and QR iteration
  • Singular value decomposition
  • Sensitivity of eigenvalue problems

Readings

  • Numerical Mathematics
    Mattheus R. Grasselli and Dmitry E. Pelinovsky · 2nd · Required
  • MATLAB
    Required
  • Numerical Linear Algebra
    Grégoire Allaire and Sidi Mahmoud Kaber · 2008 · Recommended / optional
    Springer · ISBN 978-0-387-68918-0
  • Numerical Linear Algebra ISBN: 978-0-387-68918-0 Authors: Grégoire Allaire and Sidi Mahmoud Kaber Publisher: Springer Publication Date: 2008 This is a supplementary reference for the course. An electronic version is available through the McMaster University Library.
    See source
Sources