Applications of Linear Algebra

Schedule

• Lectures: Mondays and Wednesdays 7–10pm
• Office hours: See Avenue

See Avenue or Mosaic for the location. Our first class is Monday, June 24 — see you then! Office hours start on Wednesday, June 26.

We will cover the following topics:

• Linear programming: geometric and simplex methods
• Dynamical systems: basics of differential equations, eigenvalues, eigenvectors, diagonalization
• Orthogonality: dot product, distance, projection, QR factorization, distance minimization, least squares, linear models
• Optimization of quadratic forms: diagonalization of symmetric matrices, Spectral theorem, quadratic forms
• Singular value decomposition: existence and construction, pseudoinverses, least squares, principal component analysis, image compression
• Markov chains: equilibria, long-run behaviour, PageRank

Course Materials

The course textbook is the 6th edition of Linear Algebra and Its Applications by D. C. Lay, S. R. Lay, and J. J. McDonald. Lectures will closely follow the Course Notes.