E0 298: Linear Algebra and Its Applications

• Term: August - December 2022.

• Credits: 3:1.

• Venue: B-308 (EE).

• Timings: Tuesday, Thursday 9:50 - 11:20 am.

• Instructor: Kunal N. Chaudhury (kunal@iisc.ac.in).

• Office hours: By appointment (via email).

• Teaching Assistants: Rahul Madhavan, Gummadi Vignan Kumar, Apoorv Pandey, Pogu Rahul Raju, Bhartendu Kumar.

• Grading: assignments (20%), tests (30%), exam (50%).

• Textbooks

1. Axler, Linear Algebra Done Right, Springer, 2015.

2. Meyer, Matrix Analysis and Applied Linear Algebra, SIAM, 2000.

• Syllabus

[Theory] Solution of linear equations, vector spaces, linear transformations, matrix representation, inner product and norm, adjoint operator, orthogonality, trace and determinant, eigenvalue decomposition, Hermitian matrices, quadratic forms, and SVD.

[Applications] Linear regression and normal equation, linearly constrained optimization, low-rank approximation, dynamical systems, Markov chain, closest orthogonal matrix, graph Laplacian.