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6FMAI14
Matrix Analysis/
Matrisanalys

(earlier MAI0098)

Number of credits: 8 hp

Examiner: Göran Bergqvist

Course literature: Horn and Johnson: Matrix Analysis (recommended), lecture notes.

Course contents:

• Special matrices: Toeplitz, circulant, Vandermonde, Hankel, and Hessenberg matrices.
• Block matrices: inversion formulas, Schur complement.
• Real and complex canonical forms.
• Vector and matrix norms.
• Eigenvalues: location, inequalities, perturbations, Rayleigh quotients, variational characterization. Hadamard´s inequality.
• Singular values: inequalities, variational characterization, Schatten and Ky Fan norms.
• Total least squares. Quadratic minimization with linear constraints.
• Matrix products: Kronecker, Hadamard and Khatri-Rao products.
• Matrix equations. Stable matrices.
• Functions of matrices.
• Matrices of functions, matrix calculus and differentiation.
• Multilinear algebra, tensor product, decomposition and approximation of tensors.

Organisation: Lectures.

Examination: Hand-in assigments and oral presentations.

Prerequisites: Linear Algebra, honours course (TATA53) or equivalent (the following topics should be familiar: complex vector spaces, the spectral theorem for Hermitian and normal operators, the singular value decomposition, the Jordan normal form).

Course homepage

Page manager: karin.johansson@liu.se
Last updated: 2023-02-27