MATRIX THEORY
Outline:
- Canonical forms: Jordan and rational forms, Schur form, polar and singular value decompositions, LU, QR and Cholesky factorizations.
- Hermitian matrices: characterization of eigenvalues, Weyl's theorem, Sylvester law of inertia, Courant-Fischer min-max theorem, Cauchy interlacing theorem, Conjugate gradient method, Krylov space.
- Special matrices: normal, nonnegative, stochastic, stable matrices.
Objective:
The course provides the students with the knowledge of the matrix theory.
Textbook:
- Roger A. Horn and Charles R. Johnson, Matrix Analysis, Cambridge University Press, 1990
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