COL7(1)26: Numerical Algorithms

II Semester 2025-26

Course Description

Content: Number representation, fundamentals of error analysis, conditioning, stability, singular value decomposition and its applications, QR factorization, condition number, least squares and regression, Gaussian elimination, eigenvalue computations and applications, iterative methods, root finding, elements of convex optimization including steepest descent and Newton’s method.

Textbooks:

Primary references:

Other suggested textbooks:

Prerequisites: COL106 or equivalent. Familiarity with linear algebra and calculus is assumed. You will be expected to write programs in Python or MATLAB.

Overlaps with: MTL704.

Announcements: All announcements will be made on Piazza. It is your responsibility to check it regularly.

Lectures

Lecture topics and relevant textbook chapters will be listed here as the semester proceeds.

  1. 5 Jan 2026: Introduction, errors in computation, condition number (Heath 1.1–2)
  2. 8 Jan 2026: Floating-point representation, machine precision, cancellation errors (H 1.3)
  3. 12 Jan 2026: Accuracy and stability, review of linear algebra (Trefethen & Bau 14, 15)
  4. 15 Jan 2026: Linear transformations, matrix multiplication, orthogonality (TB 1, 2)
  5. 19 Jan 2026: Vector and matrix norms (TB 3)
  6. 22 Jan 2026: The singular value decomposition (TB 45)
  7. 29 Jan 2026: Low-rank approximation, Quiz 1 (TB 5)
  8. 1 Feb 2026 4 Feb 2026: Conditioning of linear systems, least-squares problems (TB 12, 11)
  9. 5 Feb 2026: QR factorization (Heath 3.2, TB 7)
  10. 9 Feb 2026: Gram-Schmidt orthogonalization, Householder triangularization (TB 8, 10)
  11. 12 Feb 2026 Recorded: Conditioning of least-squares problems, stability of least-squares algorithms (TB 16, 19, Heath 3.3)
  12. 16 Feb 2026: LU factorization, partial pivoting (TB 20, 21)
  13. 19 Feb 2026: Positive definite matrices, Cholesky factorization (TB 22, 23)
  14. 9 Mar 2026: Eigenvalue problems (TB 24)
  15. 12 Mar 2026: Schur factorization, eigenvalue algorithms (TB 25, 26)
  16. 14 Mar 2026: Rayleigh quotient iterations, QR algorithm (TB 27, 28)
  17. 16 Mar 2026: Conditioning of eigenvalues, Krylov subspaces, Arnoldi iteration (Heath 4.3, TB 32, 33)
  18. 19 Mar 2026: GMRES (TB 35)
  19. 23 Mar 2026: Lanczos iterations, conjugate gradient method (TB 36, 38)
  20. 30 Mar 2026: Nonlinear equations (Heath 5.1–5.5.2)
  21. 2 Apr 2026: Newton’s method, nonlinear systems of equations (H 5.5.3–5.6.1)
  22. 6 Apr 2026: Newton and secant methods in multiple dimensions (H 5.6.2–5.6.4)
  23. 9 Apr 2026: Numerical optimization (H 6.1–6.2)
  24. 13 Apr 2026: Convexity, optimality conditions (H 6.2.1–6.3)
  25. 16 Apr 2026: Descent methods, gradient descent (H 6.5–6.5.2, Boyd & Vandenberghe 9.2–9.4)
  26. 20 Apr 2026: Newton and quasi-Newton methods (H 6.5.3–6.5.5, BV 9.5)
  27. 23 Apr 2026: Nonlinear least squares (H 6.6)
  28. 27 Apr 2026: Adaptive preconditioning and accelerated gradient descent (not on the exam)

Policies

Evaluation:

Students should use either Python 3 (with Numpy/Scipy) or MATLAB for the programming component of the homework. Some online tutorials and references for Numpy:

Late policy: Homework assignments are due at midnight on the due date. You are allowed a total of 4 late days across all the assignments, counted with a granularity of 0.5 days (i.e. submission times are rounded up to the next noon or midnight). Any submissions exceeding these limits will not be graded.

Audit pass requirements: At least 75% attendance, 50% marks in the course total, and 20% marks in each homework, quiz, and exam.

Attendance policy: Attendance lower than 75% will result in a one-grade penalty (e.g. A to A–, or A– to B).

Academic dishonesty: Any cases of plagiarism or other unfair means will result in strict disciplinary action and referral to the CSE department’s disciplinary committee.