Applied Linear Algebra (Winter 2012)

Class Time/Place: MWF 3:10pm-4:00pm, STORER 1344

Instructor: Jesus A. De Loera
TA: Ms. Joohee Hong

Course Description: This course aims to help you develop a solid useful understanding of linear algebra, in particular focusing on applied and computational aspects of the subject. Linear algebra is truly important because linear equations and eigenvalue problems appear everywhere in engineering and science.
Textbook: Gilbert Strang: Linear Algebra and Its Applications, 4th Ed., Brooks/Cole, 2006. Here are the key topics:
Prerequisite and Expectations
Grading:
The grades will be calculated using the average and standard deviation of the class. 100 points are possible which will be divided as follows: Homeworks 30 points (8 homeworks of 5 points each, with the lowest two scores dropped), two midterm exams worth 30 points each (in class, February 6 and March 19) with the lowest score dropped, the Final Project 35 points (Due Saturday, March 24 at 6:00 pm) and 5 points awarded for participation in class, office hours, or on the online discussion forum. Some important rules will be followed:

SOFTWARE, VIDEO LECTURES, and other RESOURCES: For those who have never used MATLAB before or need to brush up their MATLAB knowledge, please take a look at the following highly useful MATLAB primers and tutorials.

VIDEO LECTURES, There are many useful resources in the internet! More than I can mention here! In particular, our textbook was written by world expert Prof. Gilbert Strang. Prof. Strang has posted his 1999 video lectures of another his linear algebra books. They are for different books but they have large useful overlap so I require you watch them before my own lecture.
During my lecture I plan to (1) go very quickly over the key points again, (2) add material (missing proofs, tricky details, interesting examples, correct mistakes, etc). More important (3) I plan to actively engage you to see how YOU are thinking about the topic! I will call on you, discuss your thoughts. Please be ready, I will call on you in class. Math is not an spectator sport!! You learn by doing it!



HOMEWORKS & HANDOUTS

Diagnostic EXAM Please solve on your own as much as you can of the diagnostic test .
Solutions are due on Tuesday January 10th in my office by 10am. This exam has no grade value,
but it will help me determine what you know already and it will help you remember it!!!

The computer slides announcing themes for final projects can be downloaded here .

  1. Homework 1, due January 18th:
    READ: Chapter 1, sections 1-6.
    WATCH: Strang lectures 1-4.
    Section 1.4: 10,18,38.
    Section 1.5: 10,14,24,38.
    Section 1.6: 2,10,16,38,56.
  2. Homework 2, due Jan 27:
    READ: Chapter 1, section 7. Chapter 2, sections 1,2.
    WATCH: Strang lectures 6,7,8.
    Section 1.7: 2,7,8 (please use MATLAB, you will submit your code online).
    Section 2.1: 2,4,14,22,28
    Section 2.2: 2,4,6,12,34,44,48
    Solve problems 2.2, 2.4, 2.7 in chapter 2 of Moler's MATLAB book

    The slides I used for Chapter 2 are here.

  3. Homework 3, due Feb 6rd:
    READ: Chapter 2, section 7. sections 3,4,5,6.
    WATCH: Strang lectures 9,10.
    Section 2.3: 2,10,14,20,28,34
    Section 2.4: 2,4,10,16,18,32,38
    Section 2.6: 4,6,18,22,34,50
    _______________MIDTERM 1, February 6th, will cover up to here___________________

    IMPORTANT ANNOUNCEMENT: Details for final project are available here

  4. Homework 4, due Feb 15:
    READ: Chapter 3, sections 1-3.
    WATCH: Strang lectures 14,15,16.
    Section 3.1: 22,34,38,44
    Section 3.2: 10,12,16,22
    Section 3.3: 1,3,6,8
  5. Homework 5, due Feb. 24:
    READ: Chapter 3, sections 1-3.
    WATCH: Strang lectures 17,24,26.
    Section 3.3: 14,18,25,27,41.
    Section 3.4: 2,6,14,16,22,28,31,32.
    Section 3.5: 1, 4, 11, 12.

    MATLAB exercises (You are welcome to use MATLAB to check/guide your answers for all other exercises):
    (A) Problem 5.11(a,b) in Chapter 5 of Moler's book. The data set is available in there too together with all data for the book.
    (B) Using MATLAB, do the following procedure:

    1. Download the data file to your directory and load it into your MATLAB session by: >> load hw7;
    2. Check what variables (i.e., arrays) are defined in this data file by running: >> whos
    3. Plot the data by: >> plot(x,y); grid;
    4. Find the least squares line that best fits the given data by minimizing ||Ax-y||, and call the solution of the least squares problem x_line. A simple way to construct the matrix A is by: >> A=[x.^0 x.^1];
    5. Now find the polynomial of degree 2 that best fits the given data by minimizing ||Ax-y||, and call the solution of the least squares problem x_pol. A simple way to construct the matrix A in this case is by: >> A=[x.^0 x.^1 x.^2];
    6. Overlay the least squares line over the current plot by: >> hold on; plot(x, x_line(1)+x_line(2)*x, 'r--');
    7. Overlay the least squares polynomial over the current plot by:
      >> plot(x, x_pol(1)+x_pol(2)*x+x_pol(3)*x.^2, 'g-');
    8. Put title, axis labels by: >> title('Least squares fit'); xlabel('x'); ylabel('y');
    9. Print out this plot and submit the hardcopy of the plot.

    The slides I used for Chapter 3 are here!!

  6. Homework 6, due March 2:
    READ: Chapter 4. Chapter 5 sections 1,2.
    WATCH: Strang lectures 18-20.
    Chapter 4 Review Exercises 1,4,8,11
    Section 5.1: 5,6,9,14,24,29,32,36,38.
    Section 5.2: 2,4,7,10,32,38.
  7. Do problem 10.2 (a) of Moler's MATLAB book.
  8. Homework 7, due March 9:
    READ: Chapter 5 section 3,5,6 and Chapter 6 sections 1,2,3.
    WATCH: Strang lectures 21,22,25.
    Section 5.3: 4, 12, 14.
    Section 5.5: 8,26,34,50.
    Section 6.2: 2,4,14,19,20,24.

    The slides I used for Chapters 4,5,6

    In case you are interested, here I provide the LaTEX code for those slides.

  9. Homework 8, due March 19:
    READ: Chapter 6. sections 1,2,3.
    WATCH: Strang lectures 27,28,29,33.
    Section 6.2: 26,27,28,31,32.
    Section 6.3: 1,2,10,12,15.
    Using MATLAB, do the following exercise:
    1. Load the image called mandrill.mat, via:
      >> load mandrill;
      This loads a matrix X containing a face of mandrill, and a map containing the colormap of the image.  If you cannot load this data in your MATLAB, then download this data from this link.  Then, do the load command again.  Display this matrix on your screen by:
      >> image(X); colormap(map)
    2. and print it out.
    3. Compute the SVD of this mandrill image and plot the distribution of its singular values on your screen (Note that the MATLAB svd function returns three matrices U, S, V for a given input matrix. So, the singular values are plotted by:
      >> plot(diag(S));
      Then print this figure.
    4. Let σj, uj, vj be a singular value, the left and right singular vectors of the mandrill image, respectively. In other words, they are S(j,j), U(:,j), V(:,j) of the SVD of X in MATLAB. Let us define the rank k approximation of the image x k of the mandrill, and display the results. Fit these four images in one page by using subplot function in MATLAB (i.e., use subplot(2,2,1) to display the first image, subplot(2,2,2) to display the second image, etc.)
    5. For k=1,6,11,31, display the residuals, i.e., x-xk, fit them in one page, and print them.
    6. Submit those three printouts as HW (the original image, the singular value plot, and the plot with the SVD-reconstructed images).