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Terminated in academic year 2009/2010

Applied Mathematics I (Matrix analysis).

Type of study Doctoral
Language of instruction Czech
Code 457-0901/01
Abbreviation VSMI
Course title Applied Mathematics I (Matrix analysis).
Credits 10
Coordinating department Department of Applied Mathematics
Course coordinator prof. RNDr. Zdeněk Dostál, DSc.

Subject syllabus

Lectures:
Linear mappings in elektric networks and mechanical systems.
Vector space, linear mapping and matrices.
Rank, defect, and composition of linear mappings, principle of superposition.
Matrices of linear mappings and similarity.
Bilinear and quadratic forms. Matrices and classification of bilinearr and quadratic forms, congruent matrices and LDLT decomposition.
Scalar product nad orthogonality. Norms, variational principle, the least square method and projectors.
Conjugate gradient method.

Matrix transformations and solution of linear systems.
Eigenvalues and eigenvectors, localization of eigenvalues.
Spectral decomposition of symmetric matrix. Matrix calculus, singular decomposition and pseudoinverse matrices.
Jordan form. Matrix calculus, applications..
Generalizations to infinite dimension. Banach and Hilbert spaces.

Literature

G. Strang, Linear Algebra and its Application, Academic Press, New York 1980.
G. H. Golub, and C. van Loan, Matrix Computations, The John Hopkins University Press, London 1989.
L. N. Trefethen and D. Bau, Numerical Linear Algebra, SIAM Philadelphia 1997. ISBN 0-89871-361-7.

Advised literature

No advised literature has been specified for this subject.