E0 298: Linear Algebra and Its Applications

• Term: August - December 2024.

• 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).

• TAs: 

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

• Textbooks

1.   Axler, Linear Algebra Done Right, 2023. (4th edition)

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

• Syllabus

[Theory] vector spaces and linear transforms, inner product and normed spaces, diagonalization and triangularization, eigenvalue decomposition, singular value decomposition, positive matrices.  

[Applications] linear regression, linearly constrained optimization, low-rank approximation, dynamical systems, Markov chain, closest orthogonal transform, graph Laplacian.   

• Web resources:

1. http://ocw.mit.edu/18-06S05 (video lectures by Gilbert Strang)

2. http://vmls-book.stanford.edu/ (linear algebra applications)

3. http://immersivemath.com/ila/index.html (nice visualizations)