MS-C1343 Linear Algebra
- Period I: 9 September - 25 October 2019
- Lecturer: Vanni Noferini, M307, vanni dot noferini at aalto dot fi
- Head assistant: Matthias Grezet, Y249a, matthias dot grezet at aalto dot fi
- Registration at WebOodi
Week 1: Existence and uniqueness of solutions to the linear system Ax=b. Vector norms.
Week 2 : Inner product, operator norm, matrix norms.
Week 3: Stability of linear system Ax=b. Condition number. Eigenvalues, eigenvectors, eigendecompositions.
Week 4: Eigenvalue theory for Hermitian matrices, similarity, matrix exponential.
Week 5: Linearization of differential equations, least squares method, projection matrices.
Week 6: Gram-Schmidt orthogonalization, QR decomposition, Singular value decomposition.
For the theoretical parts: Gilbert Strang, "Introduction to Linear Algebra", Chapters 3, 4, 6, 7, 9
For the computational parts: Lloyd N. Trefethen and David Bau, "Numerical Linear Algebra", Lectures 1, 2, 3, 4, 6, 7, 8, 12, 20 and 24