E2 212: Matrix Theory
Logistics
Instructor: Chandra R. Murthy (cmurthy at ece)
Class hours: MWF 9.30-11am, Room L1 in the Central Lecture Hall Complex (near the GATE office).
TAs: TBD.
TA Hours: TBD
Textbooks:
1. Golub and Van Loan, Matrix Computations, 3rd Ed., John Hopkins University Press
2. Strang, Linear Algebra and its Application, 3rd Ed., Harcourth Brace Jovanovich Pubs.
3. Horn and Johnson, Matrix Analysis, Cambridge University Press
4. Demmel, Applied Numerical Linear Algebra, 1st Ed., SIAM
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. 15, 2010, in class: 25%. Solutions: click here.
Midterm 2: Oct. 27, 2010, in class: 25%. Solutions: click here.
Final: Dec. 01, 2010, 9.30am – 12.30pm: 50%
Note: there will be no makeup exam.
Homeworks
Homeworks are posted here.
Announcements
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The first class will be held on Aug. 09, 2010 at L1CL.
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Total Least Squares tutorial: click here.