National University of Singapore, Science Faculty, Computational Sci Dept

CZ4101: Matrix Computations

Linear equations. Least-squares problems. Symmetric eigenvalue problem. Singular-value decomposition, QR and Cholesky factorization. Iterative methods, conjugate gradient method. Linear algebra libraries (e.g. BLAS, Lapack).

Dr. Chen Yu Zong
Department of Computational Science
National University of Singapore
Office: Blk S17 Room 07-24
Tel: 6874-6877. Fax: 6774-6756
(Lots of info about biocomputing)


  • Lectures:
    • Lect 1,
    • Lect 2
  • Labs:
    • Lab 1,
    • Lab 2
  • Tutorials:
    • Tut 1,
    • Tut 2
  • Grade:
    • Final exam,
    • Mid-term exam,
    • Lab
  • Exams:
    • One mid-term exam:
    • One final exam:

Module Outline

  • Introduction
  • Gaussian Elimination and Its Variants
  • Sensitivity of Linear Systems: Effects of Roundoff Errors
  • Orthogonal Matrices and the Least-Squares Problem
  • Eigenvalues and Eigenvectors I
  • Eigenvalues and Eigenvectors II
  • Other Methods for the Symmetric Eigenvalue Problem
  • The Singular Value Decomposition Appendices

Lab Schedule


A Note About Textbook

  1. Fundamentals of Matrix Computations. David S. Watkins. John Wiley, Singapore, 1991. ISBN 0-471-61414-9.


  1. Matrix Computations. Gene H. Golub and Charles F. Van Loan, Johns Hopkins University, Press, Baltimore, 1996. ISBN 0-8018-5414-8
  2. Numerical Linear Algebra.  Lloyd N. Trefethen and avid Bau, III, Society for Industrial and Applied Mathematics, Philadelphia, 1997. ISBN 0-89871-361-7
Homework assignments
Solutions to tutorial
Solutions to Lab

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Department of Computational Science | National University of Singapore | Blk S17, 3 Science Drive 2, Singapore 117543