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Бакалавриат 2023/2024

Методы линейной алгебры

Направление: 38.03.01. Экономика
Когда читается: 3-й курс, 1, 2 модуль
Формат изучения: без онлайн-курса
Охват аудитории: для своего кампуса
Язык: английский
Кредиты: 4
Контактные часы: 64

Course Syllabus

Abstract

This course is a continuation of Mathematical Methods for Economists which is taught for the second-year students. It lasts for one (fall) semester.
Learning Objectives

Learning Objectives

  • Enable students to acquire further skills in the techniques of linear algebra,
  • Prepare students for further courses in mathematics and related subjects like econometrics and actuarial science.
Expected Learning Outcomes

Expected Learning Outcomes

  • find appropriate basis made of ordinary and generalized eigenvectors
  • Apply classification of matrices and their properties, define spectral decomposition
  • Apply concepts such as Gram-Schmidt process, orthogonality of vectors, orthonormal basis
  • Apply techniques of diagonalization of symmetric matrices to classification of conic sections, quadratic forms classification
  • Handle left, right inverses, then weak and strong generalized inverses
  • Use theory of operator projections, primarily orthogonal
Course Contents

Course Contents

  • Diagonalization, Jordan normal form and differential equations
  • Inner products and orthogonality
  • Orthogonal diagonalization and its applications
  • Complex matrices and vector spaces
  • Direct sums and projections
  • Generalized inverses
Assessment Elements

Assessment Elements

  • non-blocking test
  • non-blocking home assignments
  • non-blocking exam
Interim Assessment

Interim Assessment

  • 2023/2024 2nd module
    0.55 * exam + 0.2 * home assignments + 0.25 * test
Bibliography

Bibliography

Recommended Core Bibliography

  • Linear algebra : concepts and methods, Anthony, M., 2012

Recommended Additional Bibliography

  • Anton, H. (2014). Elementary Linear Algebra : Applications Version (Vol. 11th edition). Hoboken, NJ: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1639248

Authors

  • Bukin Kirill Aleksandrovich