Advanced Linear Algebra

Catalog description

Topics in linear algebra beyond those in a first course. For example: principal component analysis and other decompositions (singular value, Cholesky, etc.); Perron-Frobenius theory; positive semi-definite matrices; linear programming and more general convexity and optimization; basic simplicial topology; Gerschgorin theory; classical matrix groups. Applications to computer science, statistics, image processing, economics, or other fields of mathematics and science. An assignment will ask the student to relate this course to their research.