MATH 545
Fall 2023
LINEAR ALGEBRA FOR APPLIED MATHEMATICS
Logistics
Location/Time
MATH 545.1: LGRT Room 202, 8:30-9:45 AM
MATH 545.2: LGRT Room 206, 10-11:15 AM
Instructor / Office Hours
Instructor: Kevin Sackel
E-mail: ksackel@umass.edu
Office Hours: W, 8:15-11:15, LGRT 1244, also by appointment (e-mail)
Course Description
Official University Description: Basic concepts (over real or complex numbers): vector spaces, basis, dimension, linear transformations and matrices, change of basis, similarity. Study of a single linear operator: minimal and characteristic polynomial, eigenvalues, invariant subspaces, triangular form, Cayley-Hamilton theorem. Inner product spaces and special types of linear operators (over real or complex fields): orthogonal, unitary, self-adjoint, hermitian. Diagonalization of symmetric matrices, applications.
Prerequisites
C or better in MATH 233 (Calculus III)
C or better in MATH 235 (Introduction to Linear Algebra)
Either MATH 300 (Fundamental Concepts of Mathematics) or CS 250 (Introduction to Computation)
Permission of the instructor if these prerequisites are not satisfied
Resource List
Supplementary Resources
Gilbert Strang, "Linear Algebra and Its Applications", 4th edition
Sheldon Axler, "Linear Algebra Done Right", 3rd edition
"Essence of Linear Algebra" by Grant Sanderson (3blue1brown)
"Linear Algebra" by Dr. Trefor Bazett
Paul Halmos' Linear Algebra Problem Book, which is quite idiosyncratic, but very rewarding for the patient learner willing to learn by doing.
Piazza
There will be a Piazza page available for students, which will allow for a forum for discussions both logistical and mathematical.
Grades
Homework (25%)
Homework 1 and its Solutions (due W, Sept 13)
Homework 2 and its Solutions (due W, Sept 20)
Homework 3 and its Solutions (due W, Sept 27)
Homework 4 and its Solutions (due W, Oct 4)
Homework 5 and its Solutions (due W, Oct 11 / F, Oct 13)
Homework 6 and its Solutions (due W, Oct 18 / F, Oct 20)
Homework 7 and its Solutions (due W, Nov 1 / F, Nov 3)
Homework 8 and its Solutions (due W, Nov 8 / F, Nov 10)
Homework 9 and its Solutions (due W, Nov 15/ F, Nov 17)
Homework 10 and its Solutions (due W, Nov 29 / F, Dec 1)
Homework 11 and its Solutions (due W, Dec 6 / F, Dec 8)
There will be a homework assignment each week throughout the semester, with exceptions for holidays and breaks. Starting with HW 5, submissions are encouraged to be submitted by Wednesdays at 9:59 PM (an unofficial deadline) but will be accepted until Fridays at 9:59 PM (the official deadline).
You will be asked to submit your completed assignment to Gradescope. This will typically involve scanning in your solutions. When you submit, keep in mind two important logistical points:
Your submissions must be legible. If they are not legible, the grader may not be able to give any points.
You must align the pages of your solution to the corresponding questions. When you submit, you will see that for each problem, you have the option of choosing the page corresponding to your solution. Doing this properly takes little time on students' end, whereas doing this improperly could add a lot of time on the grader's end. For this reason, you may have points taken off for not doing this step properly.
Late homework will not be accepted without a valid excuse, to be e-mailed to the instructor as soon as possible, and preferably at least 24 hours before the given deadline. The later you submit your excuse, the less likely it is to be accepted.
Quizzes (25%)
Quiz 1 and its Solutions (Th, Sept 14)
Quiz 2 and its Solutions (Tu, Sept 26)
Quiz 3 and its Solutions (Th, Oct 4)
Quiz 4 and its Solutions (Tu, Nov 7)
Quiz 5 and its Solutions (Th, Nov 16)
Quiz 6 and its Solutions (Th, Nov 30; not administered for time)
There will be 6 half-hour quizzes given in-class, at the beginning of class, throughout the semester. The lowest quiz grade will be dropped; each of the remaining five quizzes will count equally (for 5% of your grade). The remaining 45 minutes of classes in which a quiz occurs will be used for lectures.
Midterm (25%)
Your midterm will occur in-class on Tuesday, October 24th.
Practice Midterm and its Solutions
Notes from Review Lecture (also posted below): Section 1; Section 2
Final (25%)
The final exam will occur on the following dates, to be taken LGRC Room A301. Please note this is not the usual room where lectures are held.
MATH 545.1: Mon, Dec 11, 8-10 AM
MATH 545.2: Fri, Dec 15, 8-10 AM
It will cover material from after the midterm. (Of course, it is still "cumulative" in the sense that the skills you developed in the first half of the course will be useful for the second half.) Below are review materials and eventually the final and its solutions when they are available.
Practice Final and its Solutions
More Practice Problems on Inner Products
Notes from Review Lecture (also posted below): Section 1; Section 2
Final Section 1 and its Solutions
Final Section 2 and its Solutions
Lectures, Notes, and Resources
Lecture Schedule and Notes
Days listed in black have already occurred.
Days listed in orange are tentative, since they have not yet occurred.
Exams are listed in blue.
Holidays and breaks are listed in pink. (Note that I have only listed holidays as they affect this class, not all holidays on the academic calendar.)
Logistical matters are written in green.
* * * * * * * * * * * * * * * * * *
(Last updated: December 2 - now contains all examinable material)
(In-class notes from individual lectures posted below)
* * * * * * * * * * * * * * * * * *
Lecture 1 (Tu, Sep 5): Logistics, Reminders of mathematical logic: Wason selection test, induction
Lecture 2 (Th, Sep 7): Motivation, vector spaces: axioms and first properties
M, Sep 11: Last day to add/drop with no record
Lecture 3 (Tu, Sep 12): Examples of vector spaces, more properties
Lecture 4 (Th, Sep 14): Quiz 1, Subspaces
Lecture 5 (Tu, Sep 19): Subspaces, linear combinations, span
Lecture 6 (Th, Sep 21): Span, linear independence
Lecture 7 (Tu, Sep 26): Quiz 2, Linear Dependence Lemma
Lecture 8 (Th, Sep 28): Basis, dimension
Lecture 9 (Tu, Oct 3): Linear maps
Lecture 10 (Th, Oct 5): Quiz 3 (covering up to Lecture 8), More on linear maps
Monday schedule: no class Tu, Oct 10
Lecture 11 (Th, Oct 12): Compositions of linear maps, null space, injective, range, surjective
Lecture 12 (Tu, Oct 17): Rank-nullity theorem, isomorphisms
Lecture 13 (Th, Oct 19): REVIEW: Section 1; Section 2
MIDTERM (Tu, Oct 24): In-class midterm (covering up to Lecture 12)
Lecture 14 (Th, Oct 26): Isomorphisms, linear maps as matrices via bases
Lecture 15 (Tu, Oct 31): Matrices and bases
Tu, Oct 31: Last day to drop with "W" and select "P/F"
Lecture 16 (Th, Nov 2): Change of basis
Lecture 17 (Tu, Nov 7): Quiz 4, Linear operators, diagonalizability, eigenvalues and eigenvectors
Lecture 18 (Th, Nov 9): Diagonalizability, using determinant to find eigenvalues
Lecture 19 (Tu, Nov 14) (No in-class notes, see typed lecture notes): Determinants: definitions, properties, computations
Lecture 20 (Th, Nov 16): Quiz 5, Permutation expansion of determinant
Lecture 21 (Tu, Nov 21): Cofactor expansion of determinant
Thanksgiving Recess: No class Th, Nov 23
Lecture 22 (Tu, Nov 28): Inner products, basic properties, Cauchy-Schwarz inequality
Lecture 23 (Th, Nov 30): Triangle inequality, orthonormal bases, Gram-Schmidt
Lecture 24 (Tu, Dec 5): NON-EXAMINABLE: Fast Fourier Transforms, Markov processes and matrices
Lecture 25 (Th, Dec 7): REVIEW: Section 1, Section 2
FINAL EXAM:
MATH 545.1: Mon, Dec 11, 8-10 AM, LGRC Room A301
MATH 545.2: Fri, Dec 15, 8-10 AM, LGRC Room A301
Other
Why should you care about linear algebra?
Linear algebra is in many ways the bread and butter of mathematics. It plays a central role in almost every mathematical subject (pure or applied) you will encounter from here on in. There are so many applications that a solid understanding may just change the way you look at the world!
Let us put aside, for a second, what exactly linear algebra is about, except to say that it studies objects which are "linear." What might be some linear objects? Your first guess might be a straight line. Maybe if you dare to think in higher dimensions, you might imagine a 2-dimensional plane sitting inside of three-dimensional space. Or if you dare even further, you might arrive at the notion of a k-dimensional plane in some n-dimensional space (for k ≤ n). The power of linear algebra then relies on three key points.
(1) Linear objects are "rigid" enough that they come with a lot of structure.
In mathematics, when we study objects, we need a starting point. If we start with objects that are too loose or flexible, then there is less that you can say about them in general. On the other hand, linear algebra is centered upon a principle of rigidity. Think of it this way: it is easier to make an interesting statement about lines than it is about curves. For example, there is a unique line through any two points. This is certainly not the case for curves in general! By restricting to more rigid objects, we uncover more interesting mathematics. This first point may be viewed as the fundamental tenet of this class. We will spend the semester uncovering the structure of linear objects!
(2) Linear objects describe many naturally occurring phenomena.
Solving systems of linear equations is itself ubiquitous, and something which has occurred repeatedly in almost every math course you have taken in college (calculus, differential equations, etc.). When you find a least-squares approximation to a collection of data points, you end up having to solve a system of linear equations. The motion of objects in an inertial frame is linear unless acted upon by some force. Special relativity is essentially just a thorough analysis of linear operators which "preserve" a special matrix. Markov chains describe certain random discrete processes and are described in the language of linear algebra.
(3) Smooth non-linear phenomena are approximately linear.
Here, in my opinion, lies the greatest reason to study linear algebra. Let us think about calculus. When you take the derivative of a function f, you obtain a new function f', the value of which is giving the slope of a tangent line. In other words, even though the function is non-linear, when x is close to p, we have the approximation f(x) - f(p) ≈ f'(p)(x-p). The field of analysis (in which one rigorously defines the concepts in (multivariable) calculus) is in fact founded on this concept: show that properties of linear functions also hold for non-linear functions by using these approximations. The main technical detail in analysis is understanding what the sign "≈" means in a rigorous fashion. The underlying linear algebra (which we may conflate with understanding linear functions), on the other hand, is taken for granted because it is so well understood!
This idea is more powerful than you may think. For example, many physical phenomena are modelled using differential equations, so suppose I give you some differential equation modelling the real world, and I give you some input parameters, and ask you to simulate what will happen in the future. We often input such systems into computers to see the result, and any computer ever is using ideas from numerical analysis in order to approximate the solutions to these differential equations. For example, you may be familiar with the Euler method for numerically solving a differential equation. Notice that the figure on the Wikipedia page is specifically using straight lines. Nearly every physical simulation which has been performed on a computer essentially works via a souped-up version of this idea.
From the pure mathematics perspective, one often studies abstract objects by attempting to view them through the lens of linear algebra. For example, if you have taken abstract algebra, you may have seen the definition of a group. Regardless of what the word means, one often studies groups by means of a representation, which is a manner of mapping the group into the world of linear algebra. The power of this approach of attempting to study groups via their underlying linear algebra has many consequences in mathematics and also in modern physics, in which particles are secretly (smooth) representations of certain special groups!
No matter what you end up doing in the future, with just a little effort, it's not too hard to find linear algebra around you.