Syllabus

Date Notes Topics
May 1 1.1, 1.2 Brief review of matrix arithmetic
May 6 1.3, 1.4 Brief review of linear transformations, gaussian elimination, and elementary matrices
May 8 1.5 Right, left, and two-sided matrix inverses
May 13 1.5 Right, left, and two-sided matrix inverses
May 15 1.6 LU factorization
May 22 1.6, 2.1 LU factorization (cont.), ill-conditioned systems
May 27 2.2, 2.3 Vector and matrix norms
May 29 2.3, 2.4 Sensitivity and conditioning
Jun 1 3.1, 3.2 Orthogonal complements, projections, Gram–Schmidt algorithm, diagonalization
Jun 3 3.3 Hermitian and unitary matrices
Jun 5 3.3, 3.4 Unitary diagonalization, Schur decomposition
Jun 10 3.4 Spectral theorem, Cayley–Hamilton theorem
Jun 12 3.5 Positive definite matrices, Cholesky factorization
Jun 17 3.6 QR factorization
Jun 19 1.1–3.5 Midterm test
Jun 24 3.6, 3.7 QR factorization, computing eigenvalues
Jun 26 3.7 Computing eigenvalues, Gershgorin circle theorem
Jul 3 4.1 Singular value decomposition
Jul 8 4.2, 4.3 Fundamental subspaces, principal components, pseudoinverses
Jul 10 4.4, 4.4 Pseudoinverses, Jordan canonical form
Jul 13 4.4, 4.5 Jordan canonical form, the matrix exponential
Jul 15 5.1, 5.2 Quadratic forms and their diagonalization
Jul 17 5.3 Rayleigh's principle, min-max theorem
Jul 22 Notes Review