Difference between revisions of "Math 570: Matrix Analysis"

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Rank of a matrix and elementary matrices
 
Rank of a matrix and elementary matrices
 
Spectral theory
 
Spectral theory
−
  Shur's theorem
+
Shur's theorem
−
  Principal invariants of trace and determinant
+
Principal invariants of trace and determinant
−
  Quadratic forms and second derivative test
+
Quadratic forms and second derivative test
−
  Gerschgorin's theorem
+
Gerschgorin's theorem
 
Abstract vector spaces and general fields
 
Abstract vector spaces and general fields
−
  Axioms
+
Axioms
−
  Subspaces and bases
+
Subspaces and bases
−
  Applications to general fields
+
Applications to general fields
 
Linear transformations
 
Linear transformations
−
  Matrix of a linear transformation
+
Matrix of a linear transformation
−
  Rotations
+
Rotations
−
  Eigenvalues and eigenvectors of linear transformations
+
Eigenvalues and eigenvectors of linear transformations
 
Cannonical forms
 
Cannonical forms
−
  Jordan Cannonical form
+
Jordan Cannonical form
 
Markov chains and migration processes
 
Markov chains and migration processes
−
  Regular Markov matrices
+
Regular Markov matrices
−
  Absorbing states and gambler's ruin  
+
Absorbing states and gambler's ruin  
 
Inner product spaces
 
Inner product spaces
−
  Gramm Schmidt process
+
Gramm Schmidt process
−
  Tensor product of vectors
+
Tensor product of vectors
−
  Least squares
+
Least squares
−
  Fredholm alternative
+
Fredholm alternative
−
  Determinants and volume
+
Determinants and volume
 
Self adjoint operators
 
Self adjoint operators
−
  Simultaneous diagonalization
+
Simultaneous diagonalization
−
  Spectral theory of self adjoint operators  
+
Spectral theory of self adjoint operators  
−
  Positive and negative linear transformations  
+
Positive and negative linear transformations  
−
  Fractional powers
+
Fractional powers
−
  Polar decompositions
+
Polar decompositions
−
  Applications
+
Applications
−
  Singular value decomposition
+
Singular value decomposition
−
  The Frobenius norm and approximation in this norm
+
The Frobenius norm and approximation in this norm
−
  Least squares and the Moore Penrose inverse
+
Least squares and the Moore Penrose inverse
 
Norms for finite dimensional vector spaces
 
Norms for finite dimensional vector spaces
−
  The p norms
+
The p norms
−
  The condition number
+
The condition number
−
  The spectral radius
+
The spectral radius
−
  Sequences and series of linear operators
+
Sequences and series of linear operators
−
  Iterative methods for solutions of linear systems
+
Iterative methods for solutions of linear systems
  
 
=== Textbooks ===
 
=== Textbooks ===

Revision as of 13:23, 19 October 2010

Catalog Information

Title

Matrix Analysis.

Credit Hours

3

Prerequisite

Math 302 or 313; or equivalents.

Description

Special classes of matrices, canonical forms, matrix and vector norms, localization of eigenvalues, matrix functions, applications.

Desired Learning Outcomes

Math 570 is a one semester course on matrix analysis.

Prerequisites

Math 313 or 302 or equivalent and Math 112, 113, 314.

Minimal learning outcomes

Matrix arithmetic and Linear transformations The theory of determinants including all proofs of their properties Rank of a matrix and elementary matrices Spectral theory Shur's theorem Principal invariants of trace and determinant Quadratic forms and second derivative test Gerschgorin's theorem Abstract vector spaces and general fields Axioms Subspaces and bases Applications to general fields Linear transformations Matrix of a linear transformation Rotations Eigenvalues and eigenvectors of linear transformations Cannonical forms Jordan Cannonical form Markov chains and migration processes Regular Markov matrices Absorbing states and gambler's ruin Inner product spaces Gramm Schmidt process Tensor product of vectors Least squares Fredholm alternative Determinants and volume Self adjoint operators Simultaneous diagonalization Spectral theory of self adjoint operators Positive and negative linear transformations Fractional powers Polar decompositions Applications Singular value decomposition The Frobenius norm and approximation in this norm Least squares and the Moore Penrose inverse Norms for finite dimensional vector spaces The p norms The condition number The spectral radius Sequences and series of linear operators Iterative methods for solutions of linear systems

Textbooks

Possible textbooks for this course include (but are not limited to):

Horn and Johnson, Friedberg, Insel and Spence, or equivalent.

Additional topics

Numerical methods for finding eigenvalues Power methods The QR algorithm Rational canonical form

Courses for which this course is prerequisite