16:642:550

Fall 2023

Zheng-Chao Han

Course Description:

This is a course for graduate students in science, engineering, and statistics. It will cover matrix decomposition methods, solution of linear systems, spectral decomposition, singular value decomposition and applications in compressed sensing, probability and statistics, and optimization.

Textbook:

Charu C. Aggarwal, published by Springer, 2020. Springer allows faculty and students to get electronic versions free of charge.

Prerequisites:

640:250 or 640:350 or equivalent