Advanced topics in linear algebra including canonical forms; unitary, normal, Hermitian and positive-definite matrices; variational characterizations of eigenvalues.
The course is roughly divided into three parts:
Part 1 focuses on algebraic aspects, and we cover [HK, Ch. 1–7].
Part 2 concerns geometric aspects, from [HK, Ch. 8–9] and [HJ, Ch. 2, 4–5].
Part 3 will be on analytic properties, from [HJ, Ch. 4, 6– 7].
Exams and Grading
Weekly homework, due most Fridays.
Homework: 55%
Exam 1: 15%
Exam 2: 15%
Final: 15%
Homework
Homework sets will be posted here. They are due most Fridays. You are strongly encouraged to use LaTeX to typeset your homework solutions. You may download and use the homework LaTeX file as a starting point. Overleaf is a popular online LaTeX environment which offers helpful tutorials.
More on unitary matrices; \(U(n)\) is a compact topological group [HJ §2.1]
Matrices \(A\) such that \(A^\ast\sim A^{-1}\) [HJ §2.1]; Schur’s Unitary Triangularization Theorem [HJ §2.3]; some consequences [HJ §2.4]
[HJ Thm.2.2.2]; “Diagonalizable matrices are dense in the set of all matrices” [HJ Thm.2.4.8]; normal matrices and the Spectral Theorem [HJ §2.5]
Spectral theorem for real normal matrices; Corollary about normal form for real symmetric, skew-symmetric, and orthogonal matrices [HJ §2.5]
QR factorization and the QR algorithm [HJ §2.6]
LPU factorization [HJ §3.5] or [H]
More on norms on vector spaces [HJ §5.2-§5.4]
Equivalence of norms, dual norms [HJ §5.4]
Matrix norms [HJ §5.6]
Spectral radius [HJ §5.6]
Matrix series [HJ §5.6]
(Review)
Rayleigh-Ritz [HJ §4.2]
Applications; Courant-Fischer [HJ §4.2]
Applications of Courant-Fischer: Weyl’s Theorem, Monotonicity Thm, Interlacing of Eigenvalues
Sketch of proof of Interlacing; and Aside on Poisson algebras
[HJ §6.1] Gershgorin Disks
[HJ §6.2] Gershgorin II: Property (SC) for matrices and strongly connected directed graphs
[HJ §6.2] Gershgorin III: Return of the disks (A refinement of Gershgorin’s Theorem that applies to matrices satisfying Property (SC).)
[HJ §7.1-§7.2] Positive Definite Matrices
[HJ §7.3] Polar Decomposition
[HJ §7.3] Singular Value Decomposition
[HJ §7.4] Some applications
[HJ §7.5] Schur Product Theorem
(Review)
(Review)
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