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Бакалавриат 2019/2020

Методы линейной алгебры

Направление: 38.03.01. Экономика
Когда читается: 4-й курс, 1, 2 модуль
Формат изучения: без онлайн-курса
Язык: английский
Кредиты: 5

Course Syllabus

Abstract

This course is a continuation of Algebra MT1 173 which is taught for the second-year students. It lasts for one (fall) semester. Upon completion of Further Linear Algebra students will have to take the University of London (UoL) exam at the end of the fourth semester of their studies at ICEF.
Learning Objectives

Learning Objectives

  • Enable students to acquire further skills in the techniques of linear algebra,
  • Prepare students for further courses in mathematics and related subjects like econometrics and actuarial science.
Expected Learning Outcomes

Expected Learning Outcomes

  • find appropriate basis made of ordinary and generalized eigenvectors
  • Apply concepts such as Gram-Schmidt process, orthogonality of vectors, orthonormal basis
  • Apply techniques of diagonalization of symmetric matrices to classification of conic sections, quadratic forms classification
  • Use theory of operator projections, primarily orthogonal
  • Handle left, right inverses, then weak and strong generalized inverses
  • Apply classification of matrices and their properties, define spectral decomposition
Course Contents

Course Contents

  • Diagonalization, Jordan normal form and differential equations
  • Inner products and orthogonality
  • Orthogonal diagonalization and its applications
  • Direct sums and projections
  • Generalized inverses
  • Complex matrices and vector spaces
Assessment Elements

Assessment Elements

  • non-blocking home assignments
  • non-blocking Mid-term test
  • non-blocking December exam
  • non-blocking UoL exam
    UoL exam is not counted to overall grade of 4th year students.
Interim Assessment

Interim Assessment

  • Interim assessment (2 module)
    0.25 * home assignments + 0.5 * December exam + 0.25 * Mid-term test
Bibliography

Bibliography

Recommended Core Bibliography

  • Linear algebra : concepts and methods, Anthony M., Harvey M., 2012

Recommended Additional Bibliography

  • Anton, H. (2014). Elementary Linear Algebra : Applications Version (Vol. 11th edition). Hoboken, NJ: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1639248