21–240 Matrix Algebra
Autumn Semester 2014
(a course on the practical uses of linear algebra)

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Overview

Syllabus

Problem Sets

Grades

Overview and purpose of the course

This course introduces the subject of linear algebra.  The emphasis throughout the course will be more on how to calculate things than how to prove them, though we shall encounter many useful theorems along the way.  The first weeks will examine linear equations and their relation to matrices, the properties of matrices and how they act on vectors, and determinants.
     We shall then delve a bit deeper into the properties of matrices.  Every matrix has directions that are ‘natural’ to it; these are called eigenvectors.  Finding the eigenvectors is very useful for understanding whatever system we want to study and can reveal details that are not immediately apparent in the standard form of a matrix.
     The course will end with a few more interesting topics about matrices.

Lectures:

11:30–12:20    Mondays, Wednesdays, and Fridays, Hamerschlag Hall B131

Recitations:

10:30–11:20    Tuesdays, Doherty Hall 1211 (Section A)
12:30– 1:20    Tuesdays, Wean Hall 4709 (Section B)

Office hours:

by arrangement

Instructor:

Hael Collins, Wean Hall Room 7414

Assistants:

Sam Carp

Textbook:

David C. Lay, Linear Algebra and Its Applications (4th edition), Pearson, 2012.

Schedule:

Week I

August 25–29

Linear equations; systems of linear equations; matrices; row operations; echelon and reduced echelon forms; vectors; properties of vectors

Week II

September 2–5

Vector addition and scalar multiplication; the zero vector; the properties of vectors in Rn; linear combinations; the span; the matrix equation, Ax=b; index notation

Week III

September 8–12

The identity matrix; the Kronecker delta; linearity of the action matrices on vectors; homogeneous sets of linear equations; parametric solutions; inhomogeneous equations; linear independence; small sets of vectors; linear transformations

Week IV

September 15–19

Linear transformations; domains, codomains, images, and ranges; matrix transformations; linearity; the matrix of a linear transformation; dilations; rotations; injective, surjective, and bijective transformations

Week V

September 22–26

Matrix algebra; where the indices go and what they mean; diagonal matrices; the zero matrix; adding matrices; scalar multiplication; matrix multiplication; functions of matrices; the transpose

Week VI

Sept 29–Oct 3

The dot product and the transpose; properties of the transpose; orthogonal matrices; Hermitian conjugation; Hermitian matrices; inverting matrices; AA–1=A–1A=I; singular and nonsingular matrices; the determinant of a matrix; properties of inveritble matrices; row operations as matrices; an algorithm for find the inverse of a matrix

Week VII

October 6–10

The invertible matrix theorem; invertible linear transformations; partitioned matrices and blocks; examples of partitions; blocks and matrix operations; the ‘column-row’ expansion for the product of two matrices; block-diagonal matrices; inverting a block upper triangular matrix

Week VIII

October 13–16

The factorization of matrices; an algorithm for finding the LU factorization of a matrix; subspaces, their definition and their properties; matrices and subspaces; the column space of a matrix; the null space of a matrix; the kernel

Week IX

October 20–24

Bases and their definition; the basis of the column space of a matrix; coordinates; uniqueness of the coordinates in a basis; isomorphisms; dimension of a subspace; the rank of a matrix; the rank theorem; invertible matrix theorem (continued); changing bases

Week X

October 27–31

Changing matrices; determinants; how to find a 3×3 determinant; cofactors; how to calculate the determinant of an n×n matrix; the determinant of a triangular matrix; determinants of row operations; column operations; det(AB)= det(A)det(B)

Week XI

November 3–7

Linearity of the determinant; det(AB)= det(A)det(B); Cramer’s rule; inverting matrices using Cramer’s rule; the adjugate of a matrix; how areas and volumes change under a linear transformation; Markov processes; probability vectors; stochastic matrices; state vectors; Markov chains; evolving into the distant future

Week XII

November 10–14

Regular stochastic matrices; convergence of a Markov chain to the steady-state vector; eigenvalues and eigenvectors, Ax = λx; how to find an eigenvector as the solution to a homogeneous equation, [A–λI]x = 0; eigenspaces; the eigenvalues of triangular matrices; zero as an eigenvalue; eigenvalues and linear independnce; eigenvectors and difference equations; the characteristic equation, det(A–λI) = 0; the characteristic polynomial

Week XIII

November 17–21

Roots of polynomials; multiplicity of eigenvalues; similar matrices, B=P–1AP; similarity transformations; diagonalising matrices; A=PDP–1; the diagonalisation theorem; an algorithm for how to diagonalise a matrix; the eigenvectors are the columns of the change of basis matrix

Week XIV

November 24–25

Diagonalising symmetric matrices; orthogonal vectors; diagonalising with an orthogonal matrix

Week XV

December 1–5

Projection matrices; orthogonal subspaces; projections onto subspaces; the spectral decomposition of a matrix; the Gram-Schmidt procedure; least-squares