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Revised Ma6005
Revised Ma6005
Revised Ma6005
Syllabus:
Review of Schur’s unitary triangularization theorem, its consequences: Denseness of diagonalizable
matrices, simulatneous triangularization, continuity of eigenvalues, eigenvalues of rank one
perturbation, Various characterizations of normal matrices. [10 lectures]
Singular value decomposition and its applications including Moore-Penrose inverse, Polar
decomposition. [4 lectures]
Hermitian matrices and congruences: Characterizations, Variational principles of eigenvalues,
Courant Fischer minimax theorem, Weyl’s inequality and Cauchy’s interlacing theorem. [7 lectures]
Algebraic, Analytic and geometric properties of vector norms, various matrix norms, Gershgorin’s
theorem, spectral radius and Gelfand’s formula. [6 lectures]
Positive definite matrices: Various characerizations, Schur product, Hadamard and Fischer
inequalities. [5 lectures]
Non-negative matrices: Perron-Frobenius theory, Birkhoff theorem for doubly stochastic matrices.
[8 lectures]
Text:
R.A. Horn and C.R. Johnson, Matrix Analysis, Cambridge university press, 2013.
References:
1. F. Zhang, Matrix Theory: Basic Results and Techniques, 2nd Ed., Springer, 2011.
2. M. Fiedler, Special Matrices and Their Applications in Numerical Mathematics, Dover
Publications, 2008.
3. C.D. Meyer, Matrix Analysis and Applied Linear Algebra, SIAM, 2000.