E2 212: Matrix Theory
Logistics
Instructor: Chandra R. Murthy (cmurthy at iisc dot ac dot in)
Class hours: MWF 12-1pm, Online.
TAs: Chirag Ramesh and Nagabhushan S. N.
TA Hours: TBD
Problem Session: TBD
Textbooks:
1. Horn and Johnson, Matrix Analysis, Cambridge University Press
2. David Lewis, Matrix Theory, Allied Publishers
3. Golub and Van Loan, Matrix Computations, 3rd Ed., John Hopkins University Press
4. Gilbert Strang, Linear Algebra and its Application, 3rd Ed., Harcourth Brace Jovanovich Pubs. Also see the video lectures here.
Syllabus:
| S. No. | Topic | Num. Lectures |
|---|---|---|
| 1 | Background and review | 3 |
| 2 | Eigenvalues and eigenvectors | 5 |
| 3 | Singular value decomposition | 3 |
| 4 | The quadratic form, error analysis | 4 |
| 5 | Gaussian elimination and LU factorization | 5 |
| 6 | The full-rank least-squares problem | 3 |
| 7 | Rank deficient LS, generalized pseudoinverses, PCA, QR factorization | 6 |
| 8 | Toeplitz and related systems | 2 |
| Total | 31 |
Grading
Midterm 1: Sep. 13, 2019, in class: 30%.
Midterm 2: Oct. 18, 2019, in class: 30%.
Final: TBA: 40%
Note: there will be no makeup exams.
Homeworks
Homeworks are posted here.
Announcements
-
The first class was held on Aug. 05, 2019 at MPA.