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Бакалавриат 2021/2022

# Линейная алгебра

Статус: Курс обязательный
Направление: 38.03.01. Экономика
Когда читается: 2-й курс, 1 модуль
Формат изучения: без онлайн-курса
Охват аудитории: для своего кампуса
Преподаватели: Брыков Вячеслав Вячеславович, Демешев Борис Борисович, Деркач Мария Михайловна, Есаулов Даниил Михайлович, Первушин Дмитрий Давидович, Торопов Никита Игоревич, Ченцов Александр Михайлович
Язык: английский
Кредиты: 3
Контактные часы: 36

### Course Syllabus

#### Abstract

Pre-requisites There are no prerequisite courses for Linear Algebra. Nonetheless, some concepts of Calculus and Statistics will be used as illustrations. Therefore, Linear Algebra is recommended for the audience that are familiar with these disciplines. Course description Linear Algebra is a half-semester (12 weeks) class that is obligatory for the curriculum of the second-year ICEF students. The course was originally designed as an instrumental supplement to the principal quantitative block subjects such as “Methods of optimization”, “Time series analysis”, and “Econometrics”. Linear Algebra shares many exam topics with the program of London University, for instance in “Mathematics 1”, “Mathematics 2” and “Further mathematics for economists”. At the same time, the class of Linear Algebra in MIEF is taught on its own to deliver basic principles of matrix calculus. From a broader perspective, the aim of the course is to deliver one of the most general mathematical concepts - the idea of linearity. The course splits naturally into the following three parts: 1. Problems related to systems of linear equations and to the extension of the 2D- and 3D- intuition to linear spaces of higher dimensions. This part includes the concepts of basis, rank, dimension, linear hull, linear subspace, etc. 2. Problems that involve antisymmetric polylinear forms (determinants) and also problems from the geometry of linear operators such as eigenvectors and eigenvalues, matrix diagonalization, etc. 3. Problems from the calculus of bilinear forms: quadratic forms, orthogonalization, and other geometric problems in higher-dimensional Euclidean spaces.

#### Learning Objectives

• Students are expected to develop an understanding of basic algebraic concepts such as linear vector space, linear independence, bases, coordinate systems, dimension, matrix algebra, linear operators, dot product, orthogonality. On the practical side, among other skills, students are expected to be able to solve systems of linear equations, find fundamental systems of solutions, invert matrices, find eigenvalues, and do orthogonal projections.

#### Expected Learning Outcomes

• Be able to test linear independence
• Compute matrix determinants and inverse matrices
• Do orthogonal projections and find orthogonal bases
• Find eigenvalues and diagonalize matrices
• Solve systems of linear equations

#### Course Contents

• Systems of linear equations in matrix form.
• Linear space. Linear independence.
• Linear subspace
• Matrix as a set of columns and as a set of rows.
• Determinant of a set of vectors.
• Inverse matrix
• Linear operator as a geometric object.
• Eigenvalues, eigenvectors and their properties
• Dot product in linear spaces.

#### Assessment Elements

• weekly home works
• mid-term test
• final exam
A student who missed the final exam must retake it in order to get a grade.

#### Interim Assessment

• 2021/2022 1st module
0.1 * weekly home works + 0.4 * mid-term test + 0.5 * final exam

#### Recommended Core Bibliography

• Mathematics for economists, Simon, C. P., 1994