642:550 Linear Algebra and Applications (Fall 2006) -- Syllabus

Text: Gilbert Strang, Linear Algebra and its Applications, Fourth Edition (New in 2005)
    ISBN 0-03-010567-6, Thomson -- Brooks/Cole, 2006.

The following is based on the Fall 2005 syllabus. Some revision is likely. In particular, an attempt will be made to speed up the treatment of chapters 2 and 3 to allow more of the supplements to the summer version of this course to be used.

Date Lecture Reading Topics
9/6 1 1.4-5 Review of Matrix Algebra; Gaussian Elimination by Elementary Matrices
9/11 2 1.6 LU and LDU Factorizations; Matrix Inverses
9/13 3 2.1-2 Vector Spaces and Subspaces; Solving Linear Systems
9/18 4 2.3-4 Linear Independence, Basis, and Dimension; Four Fundamental Subspaces
9/20 5 2.6, 2.Review Linear Transformations and Their Matrices
      MATLAB Assignment # 1 due 9/25
9/25 6 3.1-2 Orthogonal Spaces; Inner Products and Projections
9/27 7 3.3 Projections and Least-squares Approximations
10/2 8 3.4, 3.Review Orthonormal Bases; Gram-Schmidt Process; QR Factorization
10/4 9 4.1-2 Properties of the Determinant Function
10/9 10 4.2-3, Notes Formulas for Determinants; Permutations; the Cauchy-Binet formula
10/11 11 4.4, 4.Review Determinant Formulas for Matrix Inverse; Cramer's Rule
      MATLAB Assignment # 2 due 10/16
10/16 12 5.1-2, Notes Eigenvalues and Eigenvectors; Diagonalization
10/18 13 5.3-4, Notes Difference and Differential Equations. The Perron-Frobenius theorem
10/23 14   Midterm Exam on Chapters 1-4 (closed book)
10/25 15 5.4, 5.5, Notes Matrix Exponentials; Complex vector spaces; Hermitian matrices
10/30 16 5.6 Schur Triangular Form; Unitary Diagonalization of Normal Matrices
11/1 17 3.5 Discrete Fourier Transform; Shift Operator and Circulant Matrices
      MATLAB Assignment # 3 due 11/6
11/6 18 3.5 Diagonalization of Circulant Matrices; Fast Fourier Transform
11/8 19 5.6, Notes Cayley-Hamilton Theorem; Canonical forms for matrices
11/13 20 5.6, 5.Review; App. B Jordan Canonical Form--Statement and Examples
11/15 21 App. B Proof of Jordan Canonical Form; Applications to Differential Equations
11/20 22 6.1-2 Quadratic Forms; Positive-definite Matrices
11/27 23 6.2 Indefinite Quadratic Forms; Law of Inertia
11/29 24 6.3, Notes Singular Value Decomposition
      MATLAB Assignment # 4, originally due 11/27, now due 12/4
12/4 25 6.4 Minimum Principles; Rayleigh Quotient
12/6 26 7.2-3 Matrix Norm and Condition Number; Power Method
      MATLAB Assignment # 5 due 12/11
12/11 27 7.3 Hessenberg form and QR algorithm
12/13 28 7.3 QR algorithm and Inverse Power Method for eigenvectors
12/22 8-11   Final Exam (closed book)

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