Department of Mathematics

Van Vleck Hall, 480 Lincoln Drive, Madison, WI

Math 443: Applied Linear Algebra

 
Student Body: 

For students whose main field of interest is not pure mathematics.

Background and Goals: 

Review of matrix algebra. Simultaneous linear equations, linear dependence and rank, vector space, eigenvalues and eigenvectors, diagonalization, quadratic forms, inner product spaces, norms, canonical forms. Discussion of numerical aspects and applications in the sciences.

Alternatives: 

N/A
Subsequent Courses: 

N/A

Course Content: 
  • Vector spaces and linear equations. Vector spaces, subspaces, bases, applications to theory of linear equations, PA=LU, rank + nullity = n, inverses.
  • Linear transformations. Coordinates, change of bases, representation of linear transformations.
  • Orthogonality. Inner products, Cauchy-Schwarz, Gram-Schmidt (A=QR). Orthogonal and unitary matrices, least squares applications.
  • Determinants.
  • Eigenvalues and Eigenvectors. Matrices with n distinct eigenvalues, similarity, ODE's or Difference equations and other applications, Schur's Theorem, Hermitian and normal matrices, Gershgorins Theorems. A look at Jacobi and Gauss-Seidel methods. Condition numbers.
  • Positive definite matrices. Rayleigh's principle, Courants Min-Max principle, Inclusion principle. Hessian, Max and Min of functions. Weyl's estimate.
  • Singular value decomposition. Pseudo-inverse.
  • Jordan canonical form.
credits: 
3. (N-A)
semester: 
Fall
prereqs: 
MATH 320, 340, 341 or 375 or graduate or professional standing or member of the Pre-Masters Mathematics (Visiting International) Program

UW-Madison Department of Mathematics
Van Vleck Hall
480 Lincoln Drive
Madison, Wi  53706

(608) 263-3054

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