MATH 463

Advanced Matrix Theory and Applications

Rigorous mathematical treatment of orthogonal matrices, Gram-Schmidt method, Q-R factorization, least-squares fits, eigenvalues and eigenvectors, linear difference equations, systems of linear differential equations, unitary similarities, Schurs theorem, discrete Markov processes, power method, quadratic forms, singular value decompositions, pseudo-inverse, systems of linear inequalities, and simplex method

Units: 3.0