Math 4242/4457 : Applied Linear Algebra/Methods of Applied Math I (Section 30)
Fall Semester 2007, 2:30 - 3:20 pm, MWF, Mechanical Engineering 108, Offered on the UNITE Distributed Learning system

Prereq-2243 or 2373 or 2573; fall, spring, summer, every year)
Systems of linear equations, vector spaces, subspaces, bases, linear transformations, matrices, determinants, eigenvalues, canonical forms, quadratic forms, applications

4 credits (Credit will not be granted if credit has been received for: MATH 4457; prereq 2243 or 2373 or 2573)

Instructor: Willard Miller
Office: Vincent Hall 513
Office Hours: 10:10-11:05 M, 13:25-14:15 W, 9:05-9:55 F, or by appointment
Phone: 612-624-7379
miller@ima.umn.edu, miller@math.umn.edu

Prerequisites: Previous exposure to linear algebra: determinants and Cramer's rule.

Textbook: Applied Linear Algebra, by Peter J. Olver and Chehrzad Shakiban, Prentice-Hall, Upper Saddle River, NJ, 2006.

Class Description: A foundation course in linear algebra, with applications. Topics include: linear transformations, vector spaces, matrix calculus, solutions of systems of linear equations, determinants, orthogonality, LDU decompositions, SVD decompositions, canonical forms. Applications include: Gram-Schmidt process, least-squares approximations, graph theory, linear systems, etc. This material is basic, both for the understanding of the theory of linear algebra and for numerical computation.

Software: MATLAB (by The Mathworks, Inc.) will be used in the lectures and for some of the homework, No previous exposure is expected.

Policies:

  1. Eleven homework assignments [NO late homework will be accepted without good excuses]. It is fine to do homework in collaboration with your classmates, but your writeup should be your own work.
  2. Two Midterms plus the Final Exam [NO laptops. Standard calculator is OK. NO makeup tests without rigorous emergency reasons. Athletes please present "Proofs of Activities" in advance].
  3. Grading Policy: Homework (25%), Two Midterms (40%), Final Exam (35%)
Exam dates: Midterms (Friday, October 26 & Friday, November 30 at the regular lecture time), Final Exam (December 17, 10:30-12:30)

Content and Style: Will cover most of Chapters 1-8. Homework assignments from the textbook, which has many well designed exercise problems. The theory will predominate, but there will be considerable attention to applications in other fields.

Student Conduct: Statement on Scholastic Conduct: Each student should read the college bulletin for the definitions and possible penalties for scholastic dishonesty. Students suspected of cheating will be reported to the Scholastic Conduct Committee.

Paper Grader: Xingjie Li lixxx835@math.umn.edu
Office: 320 VinH
Office Hours: 15:30-17:00 T, 10:00-11:30 Th
Phone: (612) 625-0072

Introduction to MATLAB (courtesy of Professor Peter Olver) Postscript file PDF file


Math 4242/4457, Section 30 Fall 2007 Tentative Syllabus


Week
Topic
Section HW due
W SEP 05 1 Matrices and Vectors 1.1-1.2
F SEP 07 1 Gaussian Elimination 1.3
M SEP 10 2 Pivoting and Permutations 1.4
W SEP 12 2 Matrix Inverses 1.5
F SEP 14 2 Introduction to MATLAB


M SEP 17 3 Practical Linear Algebra 1.6/1.7
1
W SEP 19 3 General Linear Systems 1.8

F SEP 21 3 Determinants 1.9

M SEP 24 4 Real Vector Spaces 2.1
2
W SEP 26 4 Subspaces
2.2

F SEP 28 4 Spans and Linear Independence 2.3

M OCT 01 5 Bases and Dimension 2.4
3
W OCT 03 5 The Fundamental Matrix Subspaces 2.5

F OCT 05 5 Graphs and Incidence Matrices 2.6

M OCT 08 6 Inner Products 3.1
4
W OCT 10 6 Inequalities 3.2

F OCT 12 6 Positive Definite Matrices 3.4

M OCT 15 7 Completing the Square 3.5

W OCT 17 7 Minimization of Quadratic Functions 4.1/4.2
5
F OCT 19 7 Least Squares and the Closest Point 4.3

M OCT 22 8 Data Fitting and Interpolation 4.4

W OCT 24 8 Review

F OCT 26 8 Midterm I: Chapters 1-3, Chapter 4 (sections 4.1-4.3)

M OCT 29 9 Orthogonal Bases 5.1
6
W OCT 31 9 The Gram-Schmidt Process 5.2

F NOV 02 9 Orthogonal Matrices 5.3

M NOV 05 10 Orthogonal Polynomials 5.4

W NOV 07 10 Orthogonal Projections and Least Squares 5.5
7
F NOV 09 10 Orthogonal Subspaces 5.6

M NOV 12 11 Springs and Masses 6.1

W NOV 14 11 Springs and Masses
6.1

F NOV 16 11 Linear Functions 7.1
M NOV 19 12 Linear Transformations 7.2 8
W NOV 21 12 Simple Dynamical Systems 8.1
F NOV 23 12 Thanksgiving Vacation

M NOV 26 13 Eigenvalues and Eigenvectors 8.2
W NOV 28 13 Review
9
F NOV 30 13 Midterm II: Chapters 4-7

M DEC 03 14 Eigenvector Bases and Diagonalization 8.3
W DEC 05 14 Eigenvalues of Symmetric Matrices 8.4 10
F DEC 07 14 Singular Values 8.5
M DEC 10 15 Incomplete Matrices 8.6
W DEC 12 15 Review
11
M
DEC 17

Final Exam, 10:30-12:30 in ME 108


Homework Assignments

HW1 : Due in class: Monday, September 17
1.2.8 (a,b), 1.2.22, 1.2.23, 1.2.29, 1.3.1 (c), 1.3.1 (d), 1.3.3 (e), 1.3.17, 1.3.22 (a,h), 1.3.24, 1.3.26, 1.3.32 (c), 1.4.2 (a,b,c), 1.4.6, 1.4.9, 1.4.19 (c), 1.4.24.

HW2: Due in class: Monday, September 24
1.5.12, 1.5.18, 1.5.24 (e), 1.5.31 (e), 1.7.1 (b), 1.7.16, 1.7.21 (b), 1.7.22 (b), 1.7.24, 1.8.1 (b,c), 1.8.2 (f ), 1.8.5, 1.8.7 (c,i), 1.8.10.

HW3 Due in class: Monday, October 1
2.1.4, 2.1.6 (a), 2.1.7, 2.2.2 (a,b,f,g,h), 2.2.6 (a), 2.2.16 (a,b,d,f,h), 2.3.3 (a,b), 2.3.8 (a), 2.3.14, 2.3.21 (a,b,f,g), 2.3.22, 2.3.26, 2.3.29, 2.3.33 (a,c,f ).

HW4 Due in class: Monday, October 8
2.4.1 (b,c), 2.4.2 (a,b,d), 2.4.10, 2.4.14 (a), 2.4.19 (ac), 2.5.5 (a,d), 2.5.9, 2.5.13, 2.5.21 (b,c), 2.5.25 (d), 2.5.27 (c), 2.5.31, 2.6.1 (d), 2.6.3 (c), 2.6.4 (c), 2.6.7 (a).

HW5 Due in class: Wednesday, October 17
3.1.2 (b,e,f ), 3.1.9, 3.1.25, 3.2.3, 3.2.5, 3.2.12, 3.2.19, 3.2.21, 3.2.33, 3.4.2, 3.4.7, 3.4.15, 3.4.22 (ii,iii), 3.4.23 (iii), 3.4.25, 3.5.1 (a,d,e), 3.5.2 (c), 3.5.6 (b).

HW6 Due in class: Monday, October 29
4.2.3 (b,d,e), 4.2.5 (b,e), 4.2.7 (a), 4.2.9, 4.3.1, 4.3.2 (a), 4.3.8, 4.3.14 (b), 4.3.15 (d), 4.4.1 (b), 4.4.4, 4.4.5.

HW7 Due in class: Wednesday, November 7
4.4.15, 4.4.19, 4.4.33, 4.4.40 (a), 4.4.43, 4.4.51, 5.1.2, 5.1.5, 5.1.13 (a,b,c), 5.1.18, 5.1.22, 5.1.27, 5.2.1 (a), 5.2.6 (a,b,f ), 5.2.8 (for 5.2.1 (a)).

HW8 Due in class: Monday, November 19
5.3.1 (a,b,c), 5.3.8, 5.3.17 (a,b-ii,iii,c), 5.3.27 (a), 5.3.28 (ii), 5.4.1 (b), 5.4.2 (a), 5.4.11 (c), 5.5.1 (b,c), 5.5.2 (c), 5.5.4, 5.5.11 (b), 5.5.13, 5.6.1 (c), 5.6.2 (c,d), 5.6.17 (d), 5.6.20 (b).

HW9 Due in class: Wednesday, November 28
6.1.1, 6.1.3 (for 6.1.1 only), 6.1.7, 6.1.8 (a), 6.1.14, 6.1.16 (b).

HW10 Due in class: Wednesday, December 5
7.1.1 (a,b), 7.1.2 (a,c), 7.1.27 (a,e), 7.1.28, 7.1.38, 7.1.53, 7.2.1 (i,a,b), 7.2.24 (a), 7.2.25 (a).

HW11 Due in class: Wednesday, December 12
8.2.1 (d,i), 8.2.8 (b), 8.2.15 (d,i), 8.2.22, 8.2.24, 8.2.29 (a,b), 8.2.35 (a,b,c[i]), 8.3.1 (b,d,e), 8.3.16, 8.3.21 (b) , 8.4.1 (d), 8.4.15 (d), 8.4.18, 8.5.1 (d), 8.5.2 (d), 8.5.11.

Class notes on proof of Cauchy-Schwarz inequality

October 17 class notes on proofs of unique minima for quadratic forms with positive definite second order terms and for least squares

November 14 class notes on spring-mass systems and useful MATLAB commands to solve the spring-mass homework problems

December 5 desk notes on proofs of fundamental results about the eigenvalues and eigenvectors of real symmetric matrices

December 12 rough review notes for final exam


Practice midterm exam 1, with (very brief) solutions

Midterm exam 1, with solutions

Mean 69, Median 70, Standard Deviation 19
Advisory grades
85-100 A
80-84 A-
75-79 B+
70-74 B
65-69 B-
60-64 C+
55-59 C
50-54 C-
40-49 D+
30-39 D

Practice midterm exam 2, with (very brief) solutions

Midterm exam 2 results and advisory grades

Mean 80, Median 84, Standard Deviation 16
Advisory grades
90-100 A
85-89 A-
80-84 B+
70-79 B
65-69 B-
60-64 C+
55-59 C
50-54 C-
40-49 D+
30-39 D


Practice final exam, with (very brief) solutions
The practice exam is harder than the actual exam. If you can do well on this then you should have no
trouble with the final.