Department of Mathematics

Applied Linear Algebra
MTH 415-001

Schedule and Topics Covered

Date Topic/Section Assignments and Reading
8/25Welcome, and NeuronsRead the Syllabus
8/27Motivation: FNNs DUE 8/29: Read Chapter 1 of Notes_v1
HW1 -- DUE 9/5: Do the 10 Exercises 1.2.2, 1.2.3, 2.1.2, 2.1.3, 2.1.4, 2.1.7, 2.1.8, 2.1.9, 2.2.1, 2.2.2 from Notes_v1
8/29The Complex Numbers DUE 9/5: Read Sections 2.1 and 2.2 of Notes_v1
9/1 Holiday - no class
9/3 Inner Products and Cauchy-Schwarz DUE 9/8: Read Section 2.3 of Notes_v1
9/5 Norms, Spans, and Subspaces
HW 1 DUE IN CLASS
HW2 -- DUE 9/12: Do the 14 Exercises 2.2.3, 2.2.4, 2.2.5, 2.2.6, 2.2.8, 2.2.9, 2.2.10, 2.2.11, 2.2.12, 2.2.13, 2.2.14, 2.3.1, 2.3.2, and 2.3.3 from Notes_v2
9/8 Bases, Dimension, and RankDUE 9/12: Read Section 2.4 of Notes_v2
9/10 Orthonormal Bases and the Pythagorean Theorem
9/12 The Gram-Schmidt algorithm
HW 2 DUE IN CLASS
HW3 -- DUE 9/19: Do the 10 Exercises 2.3.8, 2.3.9, 2.3.10, 2.3.11, 2.3.12, 2.3.13, 2.4.1, 2.4.3, 2.4.5, 2.4.6 from Notes_v3
9/15 The QR Decomposition DUE 9/19: Read Section 2.5 of Notes_v3
9/17 Elementary Matrices and Gaussian Elimination
9/19 Perpendicular Subspaces
HW 3 DUE IN CLASS
HW4 -- DUE 9/26: Do the 10 Exercises 2.5.1, 2.5.2, 2.5.3, 2.5.4, 2.5.5, 2.5.6, 2.5.7, 2.6.1, 2.6.2, 2.6.3 from Notes_v4
9/22 Orthogonal Projections DUE 9/26: Read Section 2.6 of Notes_v4
9/24 Least Squares Solutions
9/26 The Four Fundamental Subspaces
HW 4 DUE IN CLASS
HW5 -- DUE 10/3: Do the 10 Exercises 2.6.4, 2.6.5, 2.6.6, 2.6.7, 2.6.8, 2.6.9, 2.6.10, 2.6.11, 2.6.12, 2.7.1 from Notes_v5
9/29 Spectral Theorem for Hermitian Matrices DUE 10/1: Read Sections 2.7 and 2.8 of Notes_v5
10/1 PSD Matrices DUE 10/3: Read Sections 2.9 and 2.10 of Notes_v5
10/3 Trace and Determinant
HW 5 DUE IN CLASS
HW6 -- DUE 10/10: Do the 11 Exercises 2.7.2, 2.7.3, 2.7.4, 2.8.1, 2.8.3, 2.8.6, 2.9.1, 2.9.2, 2.9.3, 2.9.4, and 2.9.8 from Notes_v5. NOTE: For 2.9.8 assume A is also full rank.
10/6 Toward the SVD DUE 10/10: Read pages 71 -- 76 of Notes_v5
10/8 Properties of the SVD DUE 10/13: Read Sections 3.1.1, 3.1.2, and 3.1.3 of Notes_v5
10/10 Moore-Penrose Inverses
HW 6 DUE IN CLASS
HW7 -- DUE 10/15: Do the 8 Exercises 2.10.1, 2.10.3, 2.10.5, 3.1.1, 3.1.2, 3.1.3, 3.1.4, 3.1.5 from Notes_v5
10/13 Singular Values and Matrix Norms STUDY
10/15Midterm Review
HW 7 DUE IN CLASS
STUDY
10/17 MIDTERM EXAMPARTY
10/20 Fall Break - no class
10/22 Optimal Low-Rank Approximation DUE 10/24: Read Sections 3.4 and 3.5 of Notes_v6
10/24 Condition Numbers and SVD Regularization HW8 -- DUE 10/31: Do the 10 Exercises 3.1.7, 3.1.9, 3.1.10, 3.2.1, 3.2.2, 3.2.3, 3.2.4, 3.3.3, 3.3.4, 3.3.5 from Notes_v6
10/27 Code Demo
Log into Matlab
We will discuss these Matlab Files.
10/29 Linear Least-Squares Regression DUE 10/31: Read Sections 3.6 and 3.7 of Notes_v7
10/31 Linear Regression Cont'd
HW 8 DUE IN CLASS
HW9 -- DUE 11/7: Do the 11 Exercises 3.4.1, 3.5.1, 3.5.2, 3.5.3, 3.5.4, 3.5.5, 3.5.6, 3.5.7, 3.5.8, 3.5.9, 3.5.10 from Notes_v7
11/3 Jupyter Demo
How do I run a Jupyter Notebook?
We will discuss LeastSquaresRegression.ipynb.
11/5 Toeplitz Matrices DUE 11/10: Read Section 3.8 of Notes_v7
11/7 DFT and Circulant Matrices
HW 9 DUE IN CLASS
HW10 -- DUE 11/14: Do the 11 Exercises 3.6.1, 3.6.2, 3.6.3, 3.6.4, 3.6.5, 3.6.6, 3.6.7, 3.6.8, 3.7.1, 3.7.2, 3.7.3 from Notes_v7
11/10 The FFT Algorithm We will discuss some FFT C code.
11/12 Fast Multiplication of Toeplitz Matrices DUE 11/17: Read Section 3.9 of Notes_v8
11/14 Convex Functions
HW 10 DUE IN CLASS
HW11 -- DUE 11/21: Do the 12 Exercises 3.7.4, 3.7.5, 3.7.6, 3.7.9, 3.7.10, 3.7.11, 3.7.12, 3.7.15, 3.7.16, 3.7.17, 3.7.20, and 3.7.21 from Notes_v8
11/17 The Holder inequality
11/19 Discrete Riesz-Thorin DUE 11/24: Read Section 3.10 of Notes_v8
11/21 Convolution Inequalities
HW 11 DUE IN CLASS
HW12 -- DUE 12/5: Do the 14 Exercises 3.9.1, 3.9.2, 3.9.3, 3.9.4, 3.9.5, 3.9.6, 3.9.7, 3.9.9, 3.9.11, 3.10.1, 3.10.3, 3.10.4, 3.10.5, and 3.11.1 from Notes_v9
11/24 Finite Metric Spaces DUE 12/1: Read Section 3.11 of Notes_v9
11/26 Isometric Embeddings
11/28 Holiday - no class
12/1 Fast Diameter Example
12/3 Trading Accuracy for Space
12/5Final Review
HW 12 DUE IN CLASS
12/10 FINAL EXAM 5:45 pm -- 7:45 pm in WH A318