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MA398-15 Matrix Analysis & Algorithms

Department
Warwick Mathematics Institute
Level
Undergraduate Level 3
Module leader
Magnus Richardson
Credit value
15
Module duration
10 weeks
Assessment
Multiple
Study location
University of Warwick main campus, Coventry

Introductory description

Many large scale problems arising in data analysis and scientific computing require efficient solutions to systems of
linear equations, least-squares problems, and eigenvalue problems. The module is based around understanding the
mathematical principles underlying the design and the analysis of effective methods and algorithms to solve these
types of challenges. It involves an interplay between mathematical analysis and computing, including programming
aspects, validation and result analysis.

Module web page

Module aims

Understanding how to construct algorithms for solving problems central in numerical linear algebra and how to
analyse them with respect to accuracy and computational cost. Selecting, evaluating and characterising findings when
applying both analytical and numerical methods to practical problems of interest.

Outline syllabus

This is an indicative module outline only to give an indication of the sort of topics that may be covered. Actual sessions held may differ.

Many large scale problems arising in data analysis and scientific computing require efficient solutions to systems of
linear equations, least-squares problems, and eigenvalue problems. The module is based around understanding the
mathematical principles underlying the design and the analysis of effective methods and algorithms to solve these
types of challenges. Key concepts include matrix decompositions, factorisations, direct and iterative system solvers.
They are supported by fundamental aspects related to floating point arithmetic, computational cost analysis, stability
and convergence, with examples such as image compression and operating in data-rich environments. Incursions into
ideas from high performance computing will also feed into the material in order to inform about modern software
engineering practices in academia and beyond. This module is suitable for students in joint degrees with Mathematics, as well as associated departments such as (but not limited to) Computer Science, Physics and Statistics.

Learning outcomes

By the end of the module, students should be able to:

  • explain concepts and ideas related to matrix factorisations as the theoretical basis for algorithms,
  • assess algorithms with respect to computational cost, conditioning of problems and stability of algorithms,
  • demonstrate theoretical concepts using numerical software tools,
  • compare different (competing) numerical methodologies and critically evaluate bottlenecks in algorithmic design for real-world applications.

Indicative reading list

Reading lists can be found in Talis

Interdisciplinary

The module sits naturally between mathematics, computer science and elements from related disciplines such as
physics, biology or image processing.

Subject specific skills

Discrete mathematical analysis, algorithmic construction, cost and error analysis, concepts in numerical methods for a
range of applied problems in mathematical sciences.

Transferable skills

Informed problem solving, software development, creative solution analysis, project management, critical thinking, application-oriented solution strategy design, programming language expertise.

Study time

Type Required
Lectures 30 sessions of 1 hour (20%)
Tutorials 9 sessions of 1 hour (6%)
Private study 111 hours (74%)
Total 150 hours

Private study description

Weekly problem sheets comprise both short questions as well as longer assignment-style questions. Feedback on the model answers for both will be provided during the support classes as well as by the lecturer during the delivered material.

Costs

No further costs have been identified for this module.

You must pass all assessment components to pass the module.

Students can register for this module without taking any assessment.

Assessment group B1
Weighting Study time Eligible for self-certification
Centrally-timetabled examination (On-campus) 100% No

Pen and paper work only, with a combination of theoretical content (theorem proving,
comparisons etc.), application to particular examples (or finding counterexamples), filling in or
improving provided algorithmic scaffolding, as well as critical assessment of provided results.


  • Answerbook Gold (24 page)
Assessment group R1
Weighting Study time Eligible for self-certification
In-person Examination - Resit 100% No

Pen and paper work only, with a combination of theoretical content (theorem proving,
comparisons etc.), application to particular examples (or finding counterexamples), filling in or
improving provided algorithmic scaffolding, as well as critical assessment of provided results.


  • Answerbook Gold (24 page)
Feedback on assessment

The only assessment is via the final exam; however, the weekly problem sheets can comprise both short questions as well as longer assignment-style questions. Feedback on the model answers for both will be provided during the support classes as well as by the lecturer during the delivered material. There will also be lectures where previous exam questions are worked through with feedback given.

Past exam papers for MA398

Pre-requisites

MA106 Linear Algebra and (to a lesser extent) MA259 Multivariable Calculus are sufficient in terms of core 1st and
2nd year modules within Mathematics. Helpful but not mandatory is some knowledge of numerical concepts such as
accuracy, iteration processes, and stability as provided in MA228 Numerical Analysis or MA261 Differential Equations:
Modelling and Numerics.

To take this module, you must have passed:

Courses

This module is Optional for:

  • UMAA-G100 Undergraduate Mathematics (BSc)
    • Year 3 of G100 Mathematics
    • Year 3 of G100 Mathematics
    • Year 3 of G100 Mathematics