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E2 212: Matrix Theory

Logistics

Instructor: Chandra R. Murthy (cmurthy at iisc dot ac dot in)
Class hours: MWF 12.10-1.10pm, MP Building Auditorium.
TAs: Dheeraj Prasanna and Abhijith B. N.
TA Hours: MTuWTh 5.30-6.30pm, SPW206
Problem Session: Sa 9-10am EC1.08

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
1Background and review 3
2Eigenvalues and eigenvectors 5
3Singular value decomposition 3
4The quadratic form, error analysis 4
5Gaussian elimination and LU factorization 5
6The full-rank least-squares problem 3
7Rank deficient LS, generalized pseudoinverses, PCA, QR factorization 6
8Toeplitz 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.
  • 14 Aug. 2019: HW1 is available online.
  • 23 Aug. 2019: HW2 is available online.
  • 23 Aug. 2019: Abhijith B. N. and Dheeraj Prasanna are the TAs for Matrix Theory. They will conduct office hours on M, Tu, W, Th, 5.30-6.30pm in room SPW206 (opposite Prof. Neelesh Mehta's office).
  • 06 Sep. 2019: HW3 is available online.
  • 18 Sep. 2019: HW4 is available online.
  • 30 Sep. 2019: Exam 1 solutions here
  • 02 Oct. 2019: HW5 is available online.
  • 11 Oct. 2019: HW6 is available online.
  • The syllabus for midterm-2 includes the materials covered in HWs 4, 6 and 6.

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