Note: This is the 2011–2012 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click here to jump to the newest eCalendar.
Overview
Mathematics & Statistics (Sci) : Inequalities for trace and rank. Generalized inverses; idempotent matrices. Schur complement. Factorizations into triangular and diagonal form; singular values. Normal matrices. Algebraic and geometric multiplicity. Computational procedures; Householder transformations, condition number. Applications to least squares. Courant-Fisher min-max theorem; related inequalities. Quadratic forms in normal variables: distribution, Characteristic function, cumulants and independance.
Terms: This course is not scheduled for the 2011-2012 academic year.
Instructors: There are no professors associated with this course for the 2011-2012 academic year.