CAAM 440 - APPLIED MATRIX ANALYSIS
Long Title: APPLIED MATRIX ANALYSIS
Department: Computational & Applied Math
Grade Mode: Standard Letter
Course Type: Lecture
Credit Hours: 3
Must be enrolled in one of the following Level(s):
Description: A second course in matrix analysis that presents advanced theoretical results alongside motivating applications. Topics include: properties of Hermitian, positive definite, nonnegative and stochastic matrices; Perron-Frobenius Theorem; spectral perturbation theory; singular value inequalities; generalized eigenvalue problems; functions of matrices; Lyapunov, Sylvester, and Riccati matrix equations. Applications include dynamical systems, control theory, and Markov chains.