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Course11110711240 lectures

Matrix Analysis with Applications

Prof. S. K. Gupta and Prof. Sanjeev Kumar · IIT Roorkee

Start with lecture 1 At NPTEL

About

This course is offered to UG and PG students of Engineering/Science background. It contains the concepts related to matrix theory and their applications in various disciplines. It covers a depth understanding of matrix computations involving rank, eigenvalues, eigenvectors, linear transformation, similarity transformations, (diagonalisation, Jordan canonical form, etc). It also involves various iterative methods, including Krylov subspace methods. Finally, topics like positive matrices, non-negative matrices and polar decomposition are discussed in detail with their applications.

Intended audience: UG and PG students of technical universities/colleges

Lectures

Week 1

  1. Elementary row operations YouTube
  2. Echelon form of a matrix YouTube
  3. Rank of a matrix YouTube
  4. System of Linear Equations-I YouTube
  5. System of Linear Equations-II YouTube

Week 2

  1. Introduction to Vector Spaces YouTube
  2. Subspaces YouTube
  3. Basis and Dimension YouTube
  4. Linear Transformations YouTube
  5. Rank and Nullity YouTube

Week 3

  1. Inverse of a Linear Transformation YouTube
  2. Matrix Associated with a LT YouTube
  3. Eigenvalues and Eigenvectors YouTube
  4. Cayley-Hamilton Theorem and Minimal Polynomial YouTube
  5. Diagonalization YouTube

Week 4

  1. Special Matrices YouTube
  2. More on Special Matrices and Gerschgorin Theorem YouTube
  3. Inner Product Spaces YouTube
  4. Vector and Matrix Norms YouTube
  5. Gram Schmidt Process YouTube

Week 5

  1. Normal Matrices YouTube
  2. Positive Definite Matrices YouTube
  3. Positive Definite and Quadratic Forms YouTube
  4. Gram Matrix and Minimization of Quadratic Forms YouTube
  5. Generalized Eigenvectors and Jordan Canonical Form YouTube

Week 6

  1. Evaluation of Matrix Functions YouTube
  2. Least Square Approximation YouTube
  3. Singular Value Decomposition YouTube
  4. Pseudo-Inverse and SVD YouTube
  5. Introduction to Ill-Conditioned Systems YouTube

Week 7

  1. Regularization of Ill-Conditioned Systems YouTube
  2. Linear Systems : Iterative Methods I YouTube
  3. Linear Systems : Iterative Methods II YouTube
  4. Non-Stationary Iterative Methods: Steepest Descent-I YouTube
  5. Non-Stationary Iterative Methods: Steepest Descent-II YouTube

Week 8

  1. Krylov Subspace Iterative Methods (Conjugate Gradient Method) YouTube
  2. Krylov Subspace Iterative Methods (CG and Pre-Conditioning) YouTube
  3. Introduction to Positive Matrices YouTube
  4. Non-Negativity and Irreducible Matrices YouTube
  5. Polar Decomposition YouTube

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Roorkee
Department
Mathematics
Taught by
Prof. S. K. Gupta, Prof. Sanjeev Kumar
Level
Undergraduate
Language
English
Subjects
Mathematics
Source
NPTEL
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only. NPTEL's terms
Attribution
NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
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