ENGR108: Introduction to Matrix Methods

Syllabus

The complete, live-updating syllabus document is available here.

In this course, we will focus (of course) on vectors, matrices, and their applications, with a special emphasis on those we can understand and solve via least-squares problems. Lectures will consist of going through slides, on which we will actively take notes, and we will post the handwritten notes here.

A rough outline of topics we expect to cover is as follows:

• Vectors: definitions, operations on vectors, distances, norms, and applications in clustering.

• Matrices: definitions, examples, basic factorizations and their uses, examples via dynamical systmes.

• Least squares: definitions of the problem, applications in data fitting, control, and investment

Lectures and Reading

Here, we will post readings from the course textbook associated with each lecture. We only have 8 weeks in the summer quarter, as opposed to 10 in a typical academic quarter, so we are aiming to move at a quick pace, and will update the schedule as needed.