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
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.

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