E2 212: Matrix Theory
Logistics
Instructor: Chandra R. Murthy (cmurthy at ece)
Class hours: MWF 9.30-11am, Room EC1.07, ECE Dept.
TAs: B. N. Bharath and Abhay Sharma
TA Hours: MW 11am-12pm
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
In-class Quizzes: 20%
Midterm 1: Sep. 26, 2012, in class: 30%.
Final: Nov. 24, 2012, 9am – 12pm: 50%
Notes:
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There will be no makeup exams.
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The in-class quizzes will be short half-hour tests about once in two weeks, that will comprise of questions closely related to the homework problems.
Homeworks
Homeworks are posted here.
Announcements
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The first class will be held at 9:30am on Aug. 03, 2012 at L1CL.
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(10 Aug. 2012): Homework 1 is now online.
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(24 Aug. 2012): Homework 2 is now online.
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(05 Sep. 2012): Homework 3 is now online.
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(14 Sep. 2012): B. N. Bharath’s notes are available here.
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(21 Sep. 2012): Homework 4 is now online.
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(05 Oct. 2012): Homework 5 is now online.
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(05 Oct. 2012): B. N. Bharath’s notes on the Cayley Hamilton Theorem are available here.
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(19 Oct. 2012): Homework 6 is now online.
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(03 Nov. 2012): Homework 7 is now online.
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(14 Nov. 2012): Homework 8 is now online.