SYDE 312: Applied Linear Algebra

Winter 2023

Instructor: Stephen Birkett – sbirkett@uwaterloo.ca

Teaching Assistants: Nicholas Pellegrino – nicholas.pellegrino@uwaterloo.ca

Saeid Taleghanidoozdoozan – stalegha@uwaterloo.ca

Linear algebra is applicable and useful in almost ALL areas of Systems Design Engineer-
ing, and especially those which are computationally intensive: modelling and simulation,
mechatronics, intelligent systems, signal analysis, machine learning, image processing and
computer graphics, human factors, financial and economic modelling, optimization, software
engineering, and so on. In this course you will learn mathematical concepts and techniques
which generalize methods you are already familiar with, providing a solid foundation for
using them in a wide array of applications. The focus here will be on how to use linear
algebra, not on presenting a mathematical theory with proofs etc., but the concepts still
need to be presented carefully and precisely. In other words, the course is aimed to be
APPLIED linear algebra (emphasis on the first word). Powerful computer software is now
available to do numerical algebraic calculations of all kinds (Matlab, Mathcad, Maple, even
hand-held calculators) and you are expected to gain numerical skills in this course. As with
any math course - but this is especially true with linear algebra - the material builds on
earlier work, so it is important to keep up-to-date with lectures and practise the assigned
problems each week.

Learning Outcomes

A. Appreciate the generality of linear algebra concepts by formulating and solving engi-
neering problems in a vector space context [2,5].

B. Formulate and solve mathematical problems using appropriate linear algebra concepts
and techniques [1].

C. Freely use Matlab to support analytical problem solving, as well as as a learning aid
for assisting with hand calculations and checking answers [5].

The numbers refer to the CEAB graduate attribute definitions provided at the end of this
course outline.
Materials

• D. Lay, S. Lay, J McDonald. Linear Algebra and its applications, Pearson, 6th Edition,
2020.
This is the course text. It has many worked problems as examples and a comprehensive
collection of exercises for practice. It is available as an e-textbook under a limited term
subscription, or with additional utility under the Pearson MyLab Math online support.
Assigned problems are from this book. Other editions are acceptable.

• B. Bradie, A Friendly Introduction to Numerical Analysis, Prentice-Hall, 2006.

This book (currently out of print) was supposed to have been acquired in 1A to cover
all the numerical content of your math courses, so you should already have it. If not,
it is readily available via the usual sources for used textbooks. We will use it as a
supplementary text for some selected material.

• Access to Matlab is essential.

Basic familiarity and skill will be assumed. UW has negotiated a campus wide license
from Mathworks that allows full access as per the details at
https://uwaterloo.atlassian.net/wiki/spaces/ISTKB/pages/284525621/Download+or+
use+MATLAB+online

Course Outline

Most (but not all) topics are covered in the course text and/or supplementary text, but
I will be hopping about a bit between the chapters in the lectures. The main units are:
I. Vector spaces, II. Inner product spaces and orthogonality, III. Eigenspaces and singular
value decomposition. A detailed list of topics and relevant textbook sections is provided
below.

Teaching

A list of recommended textbook problems for practice will be provided. Solutions to at least
some of these will be discussed in the tutorials and made available via the course Learn
page. Assistance beyond the formal instruction times can be obtained from either the TAs
or me. Please contact by email to arrange a convenient time to meet. You are encouraged
to seek help if you do not understand something.

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Applied Project

You will investigate an applied topic or problem of your choice following the guidelines to
be provided, and prepare a short report on your work. The topic will involve a (non-trivial)
application of linear algebra. The Lay textbook has MANY suggested topics, as well as
ideas for projects, but don’t be limited by these - you should choose something that you
find interesting! Your report will provide an overview of the background and description of
how the linear algebra concepts are applied, as well an original illustration. The expectation
is that your problem will involve analysis that requires significant numerical computation
using Matlab. Work on the project generally is done toward the end of the term when most
of the more advanced topics are covered. Further details will be provided.

Due date: during or any time before the final lecture.

Exams

A midterm and final exam will evaluate your: (i) knowledge of the material presented in
the lectures, with an emphasis on computational skill, not proofs; and (ii) understanding of
the concepts. Both exams will be cumulative.

Dates: The midterm (2 hours duration during the evening likely) will be on or about
Wednesday March 1. The exact timing may be adjusted to avoid conflict with your other
academic commitments at that time. Further details will be provided at the appropriate
time. The final exam time will be given by the registrar’s exam schedule.

Assessment Weighting

Midterm Exam (30%) + applied project (15%) + final exam (55%).

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Detailed syllabus

The table below provides a list of topics to be covered, as well as applicable textbook
sections for study. Those indicated by BR refer to the Bradie book, the others are in Lay.
The Lay textbook also describes many applications that cannot be included in the course
syllabus. Those can serve as potential topics for your applied project.

4.1-4.7 I - Vector Spaces. 1. Vector space axioms. Euclidean, polynomial, matrix,

1.8-1.9 function spaces. Binary space. Subspaces. Linear combinations and span.
5.4 (part) 2. Linear maps. Matrix transformations on Rn . Kernel and range. 3. Linear
independence. Bases. Coordinates and change of basis matrix. Row space
and column space methods for finding a basis. Rank. Vector space sum. 4.
Linear maps and bases. Range and kernel. Rank theorem. Non-singular,
one-to-one, onto, invertible maps. Isomorphisms. 5. Matrix representation
of linear maps.

6.1-6.8 II - Inner Product Spaces and Orthogonality. 1. Inner products.

BR 5.1, 5.3, 5.6 Examples. Properties. Orthogonality. Vector Norm. Cauchy-Schwartz in-
equality. 2. Orthogonal complement. Orthogonal sets and orthonormal
bases. Projection onto a subspace. Gramm-Schmidt algorithm. 3. Orthogo-
nal matrices. QR factorization. 4. Application: Curve fitting. Least squares
problem. 5. Application: Interpolation. Lagrange and Newton interpolating
polynomials. Divided differences. Piecewise interpolation, including cubic
splines.

5.1-5.4 III - Eigenspaces and singular value decomposition. Eigenvalues

7.1, 7.2, 7.4 and eigenvectors. Review. Vector space context. Eigenspaces. Diagonal-
ization. 2. Orthogonal diagonalization. Application to quadratic forms.
Real symmetric and positive definite matrices. 3. Singular value decompo-
sition. Spectral decomposition. Applications: Data compression. Under-
determined system. LS solution of over-determined system. Zeroing.

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Notes

GA# GA Graduate Attribute (GA) Definition by Engineer’s Canada

1 Knowledge Base Demonstrated competence in university level mathematics, natural

sciences, engineering fundamentals, and specialized engineering knowl-
edge appropriate to the program.
2 Problem An ability to use appropriate knowledge and skills to identify, for-
Analysis mulate, analyze, and solve complex engineering problems in order to
reach substantiated conclusions.
5 Use of Engineer- An ability to create, select, apply, adapt, and extend appropriate tech-
ing Tools niques, resources, and modern engineering tools to a range of engineer-
ing activities, from simple to complex, with an understanding of the
associated limitations.

Fair Contingencies for Emergency Remote Teaching. We are facing unusual and challenging
times. The course outline presents the instructor’s intentions for course assessments, their weights,
and due dates in Winter 2023. As best as possible, we will keep to the specified assessments, weights,
and dates. To provide contingency for unforeseen circumstances, the instructor reserves the right to
modify course topics and/or assessments and/or weight and/or deadlines with due and fair notice to
students. In the event of such challenges, the instructor will work with the Department/Faculty to
find reasonable and fair solutions that respect rights and workloads of students, staff, and faculty.

Online Academic Integrity. All students are expected to work individually and submit their own
original work. Under Policy 71, the instructor may have follow-up conversations with individual
students to ensure that the work submitted was completed on their own. Any follow up will be
conducted in-person, or remotely (e.g., MS Teams, Skype, phone), if the University of Waterloo has
suspended in-person meetings.