Program of the course on Linear Algebra
Abdus Salam School of Mathematical Sciences at the CG University, Lahore, Pakistan.
First semester. Professor Alexei Stepanov
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Linear space: definition and examples.
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The Nim game.
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Subspace. Span. Linear dependence. Generating sets. Basis. Zorn Lemma.
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Making a basis from a linearly independent or generating set.
Basis-change matrix. Dimension. Isomorphism theorem.
HA1.
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Examples of basis choice.
Finalization of Nim game solution.
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Dimension of sum and intersection of subspaces. Direct sum (inner and outer).
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Exercises
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Linear maps. Matrix of a linear map. Exercises.
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CT1.
Transformation of a matrix of a linear map under a basis change.
Image, kernel, invariant subspaces. Rank of a linear map.
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Dimension of the image and the kernel.
Invariants of linear operators: rank, determinant, and trace.
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Eigenvalues and eigenvectors. Characteristic polynomial.
Diagonal form. Algebraic and geometric multiplicities. HA2
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Exercises. CT2.
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Definition of the Jordan canonical form.
Application: matrix equations. HA3.
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Algebra of operators. Kernel of a polynomial at an operator.
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Quotient space. Triangulation of an operator.
Cayley–Hamilton theorem.
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Nilpotent operators, Jordan chains. Proof of the Jordan theorem.
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Exercises. HA4.
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Bilinear and quadratic forms over an arbitrary field. Matrices of a bilinear form
in differnt bases.
Quadratic spaces. Diagonalization of a quadratic form: Lagrange method.
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Euclidian and Hermitian spaces.
Cauchy–Schwarz inequality, triangle inequality.
Gram–Schmidt orthogonalization.
Linear independence of an orthogonal set.
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Exercises.
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Orthonormal basis. Coordinates in an orthonormal basis.
Isomorphism theorem for Eucledian and Hermitian spaces.
Orthogonal decomposition. Parseval's identity and Bessel's inequality.
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Overdefined linear systems: least squares approximation.
HA5.
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Dual space. Hom(V,V*) and the second differential.
Dual operator. Identification of the space with its dual
via an inner product. Self dual operators.
{Symmetric bilinear forms}={Quadratic forms}={Self-dual operators}={Symmetric matrices}.
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Eigenvalues and eigenvectors of a self-dual operator.
Orhtogonal (Hermitian) operators, isometry.
Orthogonal (Hermitian) matrices.
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CT3.
Diagonalization of a quadratic form by an orhtogonal
(unitary) transformation.
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Curves and surfaces of degree 2.
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Exercises. HA6.
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Signature of a quadratic form. Sylvester criteria. Leading minors criteria.
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Applications of operator technique:
homogeneous linear differential equations with constant coefficients
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Exercises.
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Reserved.
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Examination test.
Control tasks
Remark. HA means a Home Assignment, and CT stands for a Class Test
with time limitation.
Remark. All HA, examples of CT, and list of theoretical
problems are available through
http://alexei.stepanov.spb.ru/students/eng/program.htm