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Numerical Linear Algebra

Code: M3024     Acronym: M3024

Keywords
Classification Keyword
OFICIAL Mathematics

Instance: 2022/2023 - 2S

Active? No
Responsible unit: Department of Mathematics
Course/CS Responsible: Bachelor in Mathematics

Cycles of Study/Courses

Acronym No. of Students Study Plan Curricular Years Credits UCN Credits ECTS Contact hours Total Time
L:M 0 Official Study Plan 3 - 6 56 162
L:MA 0 Official Study Plan 3 - 6 56 162

Teaching language

Portuguese

Objectives





It is intended that the student acquires fundamental techniques and methods of Numerical Linear Algebra in its theoretical and practical aspects, namely in the development of algorithms, computational implementation and experimentation in the MATLAB or GNU Octave language. The student should use these methods for solving problems in applications.





Learning outcomes and competences

The student should be able to interpret the Linear Numerical Algebra methods taught, implement them in a computer, test them and use them in problem solving.

Working method

Presencial

Pre-requirements (prior knowledge) and co-requirements (common knowledge)

Basic knowledge of Linear Algebra, and computational programming in any language.

Program

I – Numerical resolution of systems of linear equations and numerical computation of inverses of matrices. Vector and matrix norms. Gram-Schmidt orthonormalization. Conditioning and stability. Condition numbers. Matrix types. Elementary matrix and transformations. Triangular systems. Gauss elimination and LU factorization with pivoting. Computation of inverse matrix. Positive definite matrix. Cholesky method. QR decomposition. Iterative methods of Jacobi and Gauss-Seidel. Applications.

II – Numerical computation of eigenvalues and eigenvectors. Gersgorin location. Direct and inverse power methods. Orthogonal matrix. Singular value decomposition (SVD). Pseudoinverse. Least square solution of linear systems. QR-algorithms. Applications.

Mandatory literature

William Ford; Numerical linear algebra with applications. ISBN: 978-0-12-394435-1
Alfio Quarteroni, Fausto Saleri; Calculo Científico com Matlab e Octave, Springer, 2007. ISBN: 978-88-740-0717-8

Teaching methods and learning activities





Exposition of the contents of the syllabus complemented by the presentation of illustrative examples.
Computational implementation in the MATLAB or GNU Octave language of concepts and methods acquired. Use of the methods taught in problems solving in applications.





Software

GNU Octave
Matlab

Evaluation Type

Distributed evaluation without final exam

Assessment Components

designation Weight (%)
Prova oral 25,00
Teste 50,00
Trabalho escrito 25,00
Total: 100,00

Amount of time allocated to each course unit

designation Time (hours)
Apresentação/discussão de um trabalho científico 1,00
Elaboração de projeto 25,00
Estudo autónomo 53,00
Frequência das aulas 56,00
Trabalho escrito 2,00
Trabalho laboratorial 25,00
Total: 162,00

Eligibility for exams

Realization of a project with report and oral presentation.

Calculation formula of final grade

Test with computacional part: 50%
Report: 25%
Oral presentation: 25%

Classification improvement

Only in the part corresponding to the test.
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