MATH303-16S2 (C) Semester Two 2016

Applied Matrix Algebra

15 points

Details:
Start Date: Monday, 11 July 2016
End Date: Sunday, 13 November 2016
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 24 July 2016
  • Without academic penalty (including no fee refund): Sunday, 9 October 2016

Description

A continuation of 200-level linear algebra with computational and theoretical aspects and applications.

This course looks at how matrix algebra can be applied to solve a variety of important problems in commerce, engineering, and elsewhere.  Emphasis is on numerically stable solution methods, including via elementary orthogonal matrices.    Linear programming is examined in depth.  

Topics covered:
Frobenius and other matrix norms, condition number, Householder and Givens matrices, QR and rank one updates to QR, least squares, shortest solutions, Schur theorem, singular value  decomposition, Moore-Penrose pseudo-inverse, linear programming, revised simplex, artificial variables, shadow prices, duality, degeneracy, Bland’s anti-cycling rules, integer solution property of integer transportation problems, integer linear programming via branch and bound, positive definiteness, the modified Cholesky factorization, equality constrained quadratic programming.

Applications:
Outlier insensitive and infinity norm data fitting, total least squares, applications of linear programming including blending, transportation, resource allocation, and rostering.

Learning Outcomes

At the end of this course successful students will:
• Be proficient in the methods and applications listed above
• Understand the theoretical basis for the topics in the course
• Be able to use these methods in a variety of applications, including via MATLAB
• Be able to construct a mathematical model of a standard problem, and interpret the model’s solution in the context of the application
• Have developed communication and problem solving skills, including as a team.

Prerequisites

Restrictions

MATH352, EMTH412

Course Coordinator / Lecturer

Christopher Price

Assessment

Assessment Due Date Percentage 
Tutorials and Assignments 25%
Test 25%
Final Examination 50%

Textbooks / Resources

Recommended Reading:
•Noble and Daniel, "Applied Linear Algebra". Third edition.
•Strang, "Linear Algebra and its Applications".
•Fletcher, "Practical Methods of Optimization".

Indicative Fees

Domestic fee $720.00

International fee $3,450.00

* All fees are inclusive of NZ GST or any equivalent overseas tax, and do not include any programme level discount or additional course-related expenses.

For further information see Mathematics and Statistics .

All MATH303 Occurrences

  • MATH303-16S2 (C) Semester Two 2016
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