Advanced Analytics -- Linear Algebra: Course Outline

$Carl Meyer$

Advanced Analytics 591B: Linear Algebra

Module Outline

Lesson 1 (Wed 8/19): Linear Equations & Echelon Forms

--- Gauss Elimination and Matrices (pp 3--14)
--- Gauss Jordan Method (pp 15--17)
--- Echelon Forms & Rank (pp 41--52)
--- Consistency (pp 53--56)
Lesson 2 (Mon 8/24): Practical Solution Methods
--- Homogeneous Systems (pp 57--63)
--- Nonhomogeneous Systems (pp 64--72)
--- Digital Computation (pp 21--24)

Lesson 3 (Wed 8/26): Sensitivity & Conditioning

--- Sensitivity And Conditioning Issues For Linear Systems (pp 33--39) Lesson 4 (Mon 8/31): LU Factorization --- Elementary Matrices (pp 131--140)
--- LU Factorization (pp 141--157)

Lesson 5 (Wed 9/2): Vector Space Concepts

--- Spaces, Subspaces & Spanning Sets (pp 160--168)
--- Range & Nullspace (pp 169--180)
--- Linear Independence (pp 181--193)
--- Basis & Dimension (pp 194--209)
Lesson 6 (Wed 9/9): Least Squares

--- Fitting Linear Trends (pp 223--229)
--- Fitting Nonlinear Trends (pp 229--237)

Lesson 7 (Mon 9/14): Eigenvalues & Eigenvectors

--- Determinants (pp 459--487) [Review on your own]
--- Properties Of Eigensystems (pp 488--504)
--- Diagonalization By Similarity (pp 505--524)
--- Positive Definite Matrices [Selected topics as time permits] (pp 558--573)
--- Singular Value Decomposition [Selected topics as time permits] (pp 411--428)

			Lesson 1 (Wed 8/19): Linear Equations & Echelon Forms --- Gauss Elimination and Matrices (pp 3--14) --- Gauss Jordan Method (pp 15--17) --- Echelon Forms & Rank (pp 41--52) --- Consistency (pp 53--56)				Lesson 2 (Mon 8/24): Practical Solution Methods --- Homogeneous Systems (pp 57--63) --- Nonhomogeneous Systems (pp 64--72) --- Digital Computation (pp 21--24)

			Lesson 3 (Wed 8/26): Sensitivity & Conditioning --- Sensitivity And Conditioning Issues For Linear Systems (pp 33--39)				Lesson 4 (Mon 8/31): LU Factorization --- Elementary Matrices (pp 131--140) --- LU Factorization (pp 141--157)

			Lesson 5 (Wed 9/2): Vector Space Concepts --- Spaces, Subspaces & Spanning Sets (pp 160--168) --- Range & Nullspace (pp 169--180) --- Linear Independence (pp 181--193) --- Basis & Dimension (pp 194--209)				Lesson 6 (Wed 9/9): Least Squares --- Fitting Linear Trends (pp 223--229) --- Fitting Nonlinear Trends (pp 229--237)

			Lesson 7 (Mon 9/14): Eigenvalues & Eigenvectors --- Determinants (pp 459--487) [Review on your own] --- Properties Of Eigensystems (pp 488--504) --- Diagonalization By Similarity (pp 505--524) --- Positive Definite Matrices [Selected topics as time permits] (pp 558--573) --- Singular Value Decomposition [Selected topics as time permits] (pp 411--428)