Bachelor
2022/2023
Linear Algebra
Type:
Compulsory course (International Programme in Economics and Finance)
Area of studies:
Economics
Delivered by:
International College of Economics and Finance
When:
2 year, 1 module
Mode of studies:
offline
Open to:
students of one campus
Instructors:
Деркач Мария Михайловна,
Брыков Вячеслав Вячеславович,
Alexander Chentsov,
Boris Demeshev,
Daniil Esaulov,
Dmitry Davidovich Pervouchine
Language:
English
ECTS credits:
3
Contact hours:
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
- Bilinear and quadratic forms.
- Dot product in linear spaces.
