Matrix Calculus

Garant předmětu:

Martin Křepela

Lecturer:

Martin Křepela

Tutor:

Martin Křepela

Supervisor:

Department of Mathematics

Synopsis:

Similar matrices. Jordan blocks, Jordan canonical matrices. Real canonical form of a real matrix. Characteristic and minimal polynomial. Caley-Hamilton thoerem. Functions of matrices, exponential matrix. Symetric, orthogonal and positive matrices. Diagonalization of symetric, positive and circulant matrices. Singular value decomposition. Moore-Penrose pseudoinverse matrix. Generalized solution of systems of linear equations.

Requirements:

Syllabus of lectures:

Syllabus of tutorials:

Study Objective:

Study materials:

1. F. Zhang: Matrix Theory, Basic Results and Techniques. Springer, 1999

2. D. S. Bernstein: Matrix Mathematics: Facts, and Formulas with Application to Linear Systems. Princeton Univ. Press, 2005

Note:

Time-table for winter semester 2022/2023:

Time-table is not available yet

Time-table for summer semester 2022/2023:

	06:00–08:0008:00–10:0010:00–12:0012:00–14:0014:00–16:0016:00–18:0018:00–20:0020:00–22:0022:00–24:00
Mon
Tue	roomT2:A4-202a Křepela M. 14:30–16:00 (lecture parallel1) Dejvice Ucebna
Wed	roomT2:A4-203a Křepela M. 16:15–17:00 (lecture parallel1) Dejvice UčebnaroomT2:A4-203a Křepela M. 17:00–17:45 (lecture parallel1 parallel nr.101) Dejvice Učebna
Thu
Fri

The course is a part of the following study plans:

• Doctoral studies, daily studies (compulsory elective course)
• Doctoral studies, combined studies (compulsory elective course)
• Doctoral studies, structured daily studies (compulsory elective course)
• Doctoral studies, structured combined studies (compulsory elective course)