E0 298: Linear Algebra and Its Applications

• Term: August - December 2023.

• Credits: 3:1.

• Venue: B-308 (EE).

• Timings: Tuesday and Thursday,  10:00 - 11:30 am.

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

• Office hours: By appointment (via email).

• Teaching Assistants: Arghya (arghyasinha@...), Nishanth (nishanths@...), ...

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

• Lecture notes: link.

• Textbooks

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

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

• Syllabus 

[Theory] fields, vector spaces, linear transformations and matrices, inner product and norm, trace and determinants, Jordan decomposition, eigenvalue decomposition, singular value decomposition, positive and nonnegative matrices.  

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