MATH 530 - Computational Linear Algebra

Credits: 4

Linear algebra over the real field, matrices, eigenvectors, eigenvalues, matrix rank, functions of a matrix, computational considerations. Nonnegative matrices, stochastic and doubly stochastic matrices. Positive- and nonnegative-definite matrices. Projections, idempotent matrices, and geometric considerations. Factorizations of a matrix. Matrix inequalities. The least squares problem. Optimization and matrix approximation. Quadratic forms. Co/Prerequisite: Math 304 or equivalent. 4 cr. Fall only.