Department of Mathematics  

Duke University





\[ U^{-1}\begin{pmatrix}-1&1&0&0&0\\-9&5&0&0&0 \\1&0&1&1&0\\-5&11&-3&-5&1 \\124&-20&-8&-9&1\end{pmatrix}U= \begin{pmatrix}2&1&0&0&0\\0&2&0&0&0\\ 0&0&-1&1&0\\0&0&0&-1&1\\0&0&0&0&-1\end{pmatrix} \]

Advanced Linear Algebra
(Math 403)

Spring 2020

Instructor: Paul Aspinwall

Credits: 1.00, Hours: 03.0

Time: MW 1:25PM - 2:40PM

Location: Physics 119

Requirements

Prerequisits

Math 222 (or 212) and Math 221 (or 218), or consent from me.

Homework

is here. It is given weekly.

Notes

Exams

  • Midterm 1: February 17
  • Final Exam: Friday May 1, 2:00-5:00PM

Synopsis

Topics will include (amongst others)
  • Vector spaces over arbitrary fields, subspaces and quotients
  • Duality and inner products
  • Jordan normal form and the Cayley Hamilton Theorem
  • Self-Adjoint Operators
  • The spectral theorem and normal operators
  • The Rayleigh Quotient and Heisenberg's Uncertainty Principle
  • Singular value decomposition and Data Compression
  • Principal component analysis
  • Positive Matrices, Perron's theorem
  • Markov chains
  • Tensor products and exterior algebras
  • Matrix Groups and Lie Algebras
  • Convexity

Textbooks

  • Peter D. Lax, Linear Algebra and its Applications, Second Edition, Wiley 2007.

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