Matrix Analysis (5cr)
Course unit code: C-10122-MATH--APP--410
General information
- Credits
- 5 cr
- Institution
- University of Tampere
Objectives
After passing the course the student:- knows the main concepts of matrix algebra and linear algebra and is able to perform calculations and make valid conclusions.- is able to make the most important matrix decompositions and apply them.- can use Matlab as a tool of solving problems that appear in the context of matrix analysis.
Content
Core contentBasics of linear algebra for complex vectors and matricesLU-decomposition and Gaussian eliminationLinear algebra in n-dimensional spaces. Basis. Orthogonalisation, orthonormal basis. Change of basis.Projector matrices.Eigenvalues and eigenvectors and spectral decomposition of a matrixJordan canonical formSingular value decomposition, matrix norm, pseudoinverseRandom vectors and matricesLinear model (estimation and testing)Complementary knowledgeUse of MatlabSpecialist knowledgeApplications
Prerequisites
The course Vectors and Matrices (or some other basic level linear algebra course) is a mandatory prerequisite. Some basic knowledge about complex numbers is also much recommended when studying this course.
Further information
Typically this course is lectured in English during the 1st teaching period and in Finnish during the 3rd teaching period.