Math 405 - Advanced Matrix Analysis - Spring 2012

Instructor: Mark Meckes (pronounced "MECKess")
Email: mark dot meckes at case dot edu
Office: Yost 211
Phone: 368-4997
Office hours: TBA

Class time and location
MWF 9:30-10:20 a.m. in Sears 542.

Web site (this page)
http://www.case.edu/artsci/math/mwmeckes/math405/

Content and audience
This is a second course in linear algebra, geared toward students interested in numerical analysis, functional analysis, probability, or statistics, or anyone else interested in more advanced topics in matrix theory. As the course title suggests, the emphasis will be more on analytic aspects of matrix theory (things like variational principles, norms, and inequalities), as opposed to algebraic aspects (like canonical forms and multilinear algebra). If there are specific topics you'd like to see, let me know.

I will assume students are already familiar with (real and complex) vector spaces, inner products, linear transformations, matrices and matrix algebra, determinants, and eigenvalues and eigenvectors. (These ideas will be reviewed at the beginning of the course, but very quickly.)

Official course description
An advanced course in linear algebra and matrix theory. Topics include variational characterizations of eigenvalues of Hermitian matrices, matrix and vector norms, characterizations of positive definite matrices, singular value decomposition and applications, perturbation of eigenvalues. This course is more theoretical than Math 431, which emphasizes computational aspects of linear algebra.
Prerequisite: Math 307, or an equivalent undergraduate background in linear algebra.

Supplemental references
We will not use a textbook in this class. Lecture notes will be posted throughout the semester on this page. The following books have a lot of overlap with the course material, and may be useful to look at.

Course topics
These may be adjusted depending on time and student interest. If there's something specific you hope to see, let me know.

Homework
There will be homework problems based on the material from each lecture, normally due on Friday. All homework assignments are due by 2 p.m. on the listed date, at my office. Late homework will not be accepted. If unusual circumstances arise and you contact me in a timely manner, then we can discuss alternative arrangements.

Throughout this class, you need to justify your answers even when the problem doesn't explicitly ask for explanation; this typically means writing in complete English sentences. When deciding how much detail to include, here's the standard to keep in mind: your solution to a problem should be complete and clear enough that one of your classmates, who has paid attention in class but hasn't thought about that specific problem yet, could read your solution and understand exactly how it works. If you only try to convince me that you understand the solution, then you almost certainly won't write enough.

Students may work together on homework. However, each student must figure out how to write up his or her own solution to be turned in. That means for example that you and a friend may figure out together how to prove a statement, but the written-out proofs you turn in should not be verbatim copies of each other.

Reading and homework problems will be posted on this page.

Exams
There will be three in-class midterm exams, on February 17, March 28, and April 29. The final exam will be May 8 at 8:30–11:30 a.m. All exams are closed-book, closed-note exams with no collaboration.

Grading
Your grade for the semester will be computed as follows:
Homework 40%; each midterm exam 10%; Final exam 30%.

Links