MATH 6640-100 (10736), Spring 2026

Numerical Analysis: Linear Algebra

Syllabus

Schedule

Many things will be filled in and moved around as we go.

Week 1 (January 12)

Week 2 (January 19)

Week 3 (January 26)

Week 4 (February 2)

Week 5 (February 9)

Week 6 (February 16)

Week 7 (February 23)

Week 8 (March 2)

March 2

Information:
  • Today we will work on some topics that you definitely need for the paper A Complex-Projected Rayleigh Quotient Iteration for Targeting Interior Eigenvalues.
Homework:
  • Read about Rate of convergence. State the definitions for:
    • linear convergence
    • sub-linear convergence
    • super-linear convergence
    • quadratic convergence
    • cubic convergence
    • order of convergence
    • Q-convergence
    • R-convergence
  • Write a python function sequencemaker that inputs \(M \gt 0\), \(x_0 \gt 0\), \(q \ge 1 \), and \(N \gt 0\) and outputs the list \([x_0,x_1,\dots,x_N]\) where \(x_k = M x_{k-1}^q\).
  • What condition is needed on \((M,x_0,q)\) for a sequence generated this way to converge? What will it converge to?
  • It is claimed that the sequence \[q_k = \frac{\ln\left(\left|\frac{x_{k+3}-x_{k+2}}{x_{k+2}-x_{k+1}}\right|\right) }{\ln\left(\left|\frac{x_{k+2}-x_{k+1}}{x_{k+1}-x_k}\right|\right)}\] will converge to the order of convergence of the sequence \(\{x_k\}\). Write a python function orderestimator that inputs a list \([x_0,x_1,\dots]\) and outputs the list \([q_0,q_1,\dots]\)
  • Using \((M,x_0,q)=(0.5,10,1)\):
    • Generate a list using sequencemaker.
    • Apply orderestimator. What does it indicate is the order of convergence?
    Repeat using \((M,x_0,q)=(0.99,10,1)\), \((1.1,0.5,1.5)\), \((1.1,0.5,2)\), and \((1.1,0.5,3)\).

Tuesday March 3, 9am: homework week7 due

I will also give feedback on your draft for ramp-up project 2.

March 4

Information:
  • Today we will work on some topics that you definitely need for the paper A Complex-Projected Rayleigh Quotient Iteration for Targeting Interior Eigenvalues.
Homework:

Thursday March 5, 9am: ramp-up project 2 due

March 6

Information:
Today is a catch-up day.

Spring Break

Week 9 (March 16)

March 16

Information:
  • Today we first assign topics for presentations (next week) from the paper A Complex-Projected Rayleigh Quotient Iteration for Targeting Interior Eigenvalues:
    1. start of section 2. to page 629 through the statement of Theorem 2.1
    2. page 629 after Theorem 2.1 to line 29 '...are always normalized.', including Algorithm 2.1
    3. page 629 line 30 'In practice,...' to page 630 through the statement of Theorem 2.5, excluding Algorithm 2.1
    4. page 631 line 12 'Suppose that...' to line 30 '...by approximately i.'
    5. page 631 line 31 'To control...' to page 632 line 11 '...see Figure 1).', excluding Algorithm 3.1
    6. page 632 line 12 'By applying RQI...' to line 33 '...version of the algorithm.', including Algorithm 3.1
    7. beginning of Section 3.1
    8. remainder of Section 3.1
  • Your final project is to individually read a paper, do some checks on the proofs, do some numerical tests, and give a presentation. Today we work on finding a suitable paper.
Homework:
Pick two papers from the SIAM Journal on Matrix Analysis and Applications, published 2023 or later. They cannot be ones that we have done as a class. Choose ones that seem interesting and accessible to you. (Avoid picking the same ones as your classmates, since the final project papers must be different.) For each paper:
  • Upload it to Cocalc.
  • Make a list of topics it relies on that you do not know enough about.
  • Identify 1-3 proofs that you could check.
  • Identify 1-3 numerical tests that you could do.

Tuesday March 17, 9am: homework week8 due

March 18

Information:
Today we will work on some topics that you identified in the paper A Complex-Projected Rayleigh Quotient Iteration for Targeting Interior Eigenvalues.
Homework:
  • For each of the following topics, make a markdown cell with a brief (e.g. 1-3 sentences and a formula) summary and links/citations to the sources you used. Use \(\LaTeX\) encoding for any formulas.
  • Implement the Rayleigh quotient iteration, which is Algorithm 2.1 in the paper.
    • Input the matrix, the starting vector, and the number of iterations to do.
    • Output a list with the eigenvalue estimates, a list with the eigenvector estimates, and a list with the norms of the residuals.
    • Run tests to ensure the norms of the residuals go to 0.
    • Run your orderestimator function on the list of eigenvalue estimates and analyze the results.

March 20

Information:
Today we will work on some topics that you identified in the paper A Complex-Projected Rayleigh Quotient Iteration for Targeting Interior Eigenvalues.
Homework:
  • For each of the following topics, make a markdown cell with a brief (e.g. 1-3 sentences and a formula) summary and links/citations to the sources you used. Use \(\LaTeX\) encoding for any formulas.
  • Run numerical tests checking the Sherman–Morrison formula.

Week 10 (March 23)

March 23

Information:
Today we start presentations from the paper A Complex-Projected Rayleigh Quotient Iteration for Targeting Interior Eigenvalues.

Tuesday March 24, 9am: homework week9 due

March 25

Information:
  • Today we continue presentations from the paper A Complex-Projected Rayleigh Quotient Iteration for Targeting Interior Eigenvalues.
  • Today you choose the paper for your project.
Homework:
  • Select the paper for your project. It can be one of the two you looked at last week or another. Two students cannot do the same paper.
  • Expand the list of topics it relies on that you do not know enough about. Include Wikipedia or other web links to them if available.
  • Give further details on which proof(s) you propose to check. List the main elements of the argument and include any you are unfamiliar with in your topic list above.
  • Give further details on the numerical tests that you propose to do.
  • Specify which sections of the paper you propose to cover.

March 27

Information:
Today we continue presentations from the paper A Complex-Projected Rayleigh Quotient Iteration for Targeting Interior Eigenvalues.

Week 11 (March 30)

Week 12 (April 5)

Week 13 (April 13)

Week 14 (April 20)

Week 15 (April 27)


Martin J. Mohlenkamp

Last modified: Thu Mar 5 15:25:04 UTC 2026