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MATH 682 Matrix Theory - Statistical and Other Applications (4 credits)

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Note: This is the 2017–2018 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .

Offered by: Mathematics and Statistics (Faculty of Science)

Administered by: Graduate Studies

Overview

Mathematics & Statistics (Sci) : Inequalities for trace and rank. Generalized inverses; idempotent matrices. Schur complement. Factorizations into triangular and diagonal form; singular values. Normal matrices. Algebraic and geometric multiplicity. Computational procedures; Householder transformations, condition number. Applications to least squares. Courant-Fisher min-max theorem; related inequalities. Quadratic forms in normal variables: distribution, Characteristic function, cumulants and independance.

Terms: This course is not scheduled for the 2017-2018 academic year.

Instructors: There are no professors associated with this course for the 2017-2018 academic year.

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