The final exam will be on Thursday 20th May at 2.15pm in Harvard 103. You are responsible for all material covered in class, except for any material which was specifically described as non-examinable. In addition, you are responsible for any reading that you needed to do to do any of your homework, plus the following material from the textbook:
You should expect roughly half the exam to cover material that was assessed on the midterms, and half the exam to concentrate on the material that we covered since the second midterm. A sample final is available here. The solution is here.
The sample second midterm is available here. Solutions are here:
The sample first midterm is available here. Solutions are here:
Homework assignments and homework solutions will appear here.
Assignments with a "Due date" of "n/a" are optional; if you turn them in then they will be graded but they will not affect your homework score. If you want these extra problems to be graded then you must turn them in at the same time as the corresponding homework set.
New instructions for homework: Assignments with a due date of "extra" are optional. You are under no obligation to do any of them, and you will not be penalized for not doing so. However, you may replace any homework question which appears in bold with any of the questions with due date "extra".
Special instructions for homework due Friday 16th April: Several people expressed interest in the material on Markov chains, but there will not be time to cover it in class. If you want to, you may replace any of the questions on the homework (which are marked "regular") with any of the questions marked "Markov chains". If you do this, you will need to read section 5.3 in the textbook. Full disclosure: there will be no questions on further homework or on the final about the material on Markov chains (but it is, of course, an interesting and useful application of the material on diagonalization).
| Date | Reading | Topics |
|---|---|---|
| Thursday 5th February | §1.2 | Overview: syllabus, motivation; Vector spaces: axioms, examples.|
| Tuesday 10th February | §§1.3-1.4, Appendix C | Vector spaces: examples, direct sums; Fields; Subspaces; Linear combinations and span.|
| Thursday 12th February | §§1.5-1.6 | Linear independence; Bases: definition, conditions for being a basis.|
| Tuesday 17th February | §§1.6-1.7 | Steinitz exchange lemma; Dimension and its consequences; Bases for infinite-dimensional vector spaces.|
| Thursday 19th February | §2.1 | Linear transformations: definition, examples and simple properties; Kernel and image; Dimension theorem.|
| Tuesday 24th February | §§2.2-2.3 | Sets of linear transformations as vector spaces; Representation of linear transformations by matrices.|
| Thursday 26th February | §§2.3-2.4 | Invertibility and isomorphisms; Identifying an n-dimensional vector space with F^n via a basis.|
| Tuesday 2nd March | §2.5 | Change of basis.|
| Thursday 4th March | §2.6 | Dual spaces: definition, dual basis, the transpose of a linear transformation.|
| Tuesday 9th March | n/a | Catch-up; Applications to differential equations.|
| Thursday 11th March | n/a | Constructions: quotient spaces, tensor product; Applications.|
| Tuesday 16th March | §§3.1-3.2 | Elementary row and column operations; Applications: rank, matrix inversion, solving linear systems.|
| Thursday 18th March | Chapter 4 | Determinants (via volumes).|
| Tuesday 23rd March | §§5.1-5.2 | Eigenvalues and eigenvectors; Characteristic polynomial; Diagonalization.|
| Thursday 25th March | §5.2 | Factoring polynomials over R and C; Algebraic and geometric multiplicity; Conditions for diagonalizability.|
| Tuesday 30th March | n/a | Spring Break|
| Thursday 1st April | n/a | Spring Break|
| Tuesday 6th April | §5.3 (optional) | Jordan canonical form (statement only); Applications: differential equations, resonance.|
| Thursday 8th April | §5.4 | Invariant subspaces; Cyclic subspaces; Cayley-Hamilton theorem.|
| Tuesday 13th April | §7.1 | Jordan canonical form: existence.|
| Thursday 15th April | §§7.1-7.3 | Jordan canonical form: existence (continued), uniqueness; Minimal polynomial.|
| Tuesday 20th April | §6.1 | Inner product spaces and norms; Examples: finite-dimensional and infinite-dimensional.|
| Thursday 22nd April | §6.2 | Gram-Schmidt process; QR factorization; Matrix entries; Orthogonal projections.|
| Tuesday 27th April | §6.3 | Riesz representability theorem; Adjoints and their matrices; Application: least squares curve fitting.|
| Thursday 29th April | §6.4 | Self-adjoint operators: definition and properties, characterization.|
| Tuesday 4th May | §6.6 | Unitary and orthogonal operators; the Spectral Theorem; Singular value decomposition.|
| Thursday 6th May | §6.7 | Applications: polar decomposition, pseudoinverse; Bilinear forms; Application: the Second Derivative Test.
Handouts will appear here.