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5.00 credits
30.0 h + 22.5 h
Q1
Teacher(s)
Language
English
> French-friendly
> French-friendly
Prerequisites
Basic formation in Linear Algebra and numerical computing (LEPL1101, LINMA1170).
Main themes
This course builds on the solid mathematical foundations of matrix
theory and graph theory to develop algorithmic solutions to
engineering problems.
● Polynomial and structured matrices: Euclidean algorithm,
Smith and Hermite normal forms, fast algorithms
● Matrix semigroups: algebraic structure, algorithms, and
applications (e.g., nonnegative factorization, joint spectral
characteristics )
● Sparse matrices and chordal structures
● Preconditioning of iterative methods, preconditioned
conjugate gradients
● Advanced topics to be presented in a seminar
(combinatorial optimization and algebraic techniques,
spectral and algebraic graph theory, tropical algebra,
tensors and multilinear algebra, symbolic computation,
matroid theory)
theory and graph theory to develop algorithmic solutions to
engineering problems.
● Polynomial and structured matrices: Euclidean algorithm,
Smith and Hermite normal forms, fast algorithms
● Matrix semigroups: algebraic structure, algorithms, and
applications (e.g., nonnegative factorization, joint spectral
characteristics )
● Sparse matrices and chordal structures
● Preconditioning of iterative methods, preconditioned
conjugate gradients
● Advanced topics to be presented in a seminar
(combinatorial optimization and algebraic techniques,
spectral and algebraic graph theory, tropical algebra,
tensors and multilinear algebra, symbolic computation,
matroid theory)
Learning outcomes
At the end of this learning unit, the student is able to : | |
| The course enhances the following learning outcomes: ● AA1.1, AA1.2 ● AA5.5 ● AA6.3 More precisely, the student will be able to : ● Master advanced linear algebra ● Analyze the mathematical properties of various problems in applied mathematics and design algorithmic solutions using advanced mathematical theories. ● Apply or develop specific algorithms for applications in statistics, signal processing, imaging, and dynamic systems. ● Implement methods in high-level software and validate their behavior on practical problems. Transversal skills: ● Collaborate in small teams to numerically solve mathematical problems |
|
Content
1. Canonical forms and computing on the quotient of a set
2. Jordan’s theorem: proof and consequences
3. Polynomial matrices: Smith and Hermite normal forms, fast
algorithms
4. Structured matrices
5. Joint spectral characteristics
6. Direct methods for solving systems: LU, Cholesky, pivoting,
reordering (RCMK), sparse storage, fill-in.
7. Krylov iterative methods: Arnoldi iteration, conjugate gradients,
GMRES, Lanczos.
8. Sparse matrices and chordal structures
9. Preconditioning of iterative methods, preconditioned conjugate
gradients
2. Jordan’s theorem: proof and consequences
3. Polynomial matrices: Smith and Hermite normal forms, fast
algorithms
4. Structured matrices
5. Joint spectral characteristics
6. Direct methods for solving systems: LU, Cholesky, pivoting,
reordering (RCMK), sparse storage, fill-in.
7. Krylov iterative methods: Arnoldi iteration, conjugate gradients,
GMRES, Lanczos.
8. Sparse matrices and chordal structures
9. Preconditioning of iterative methods, preconditioned conjugate
gradients
Teaching methods
- Courses Ex-cathedra
- Homeworks by group of students
- Flipped classrooms presentations by the students
Evaluation methods
The evaluation of the students is partly based on a written (or
oral, depending of the circumstances) exam organized according
to the rules imposed by the EPL. The exam material corresponds
to the contents of the lectures and lecture notes, with the
possible exception of certain parts specified after the last session
of the course.
For a written exam, in case of doubt, the teacher might invite the
student for a supplementary oral exam.
The other part of the evaluation is based on the assignments and
presentations made during the semester, and will be taken into
account both in january and september
oral, depending of the circumstances) exam organized according
to the rules imposed by the EPL. The exam material corresponds
to the contents of the lectures and lecture notes, with the
possible exception of certain parts specified after the last session
of the course.
For a written exam, in case of doubt, the teacher might invite the
student for a supplementary oral exam.
The other part of the evaluation is based on the assignments and
presentations made during the semester, and will be taken into
account both in january and september
Online resources
Bibliography
Ouvrages de référence :
● G.H. Golub and C.F. Van Loan (1989). Matrix
Computations, 2nd Ed, Johns Hopkins University Press,
Baltimore.
● P. Lancaster and M. Tismenetsky (1985). The Theory of
Matrices, 2nd Ed, Academic Press, New York
● Trefethen, L. N., & Bau III, D. Numerical linear algebra
(Vol. 50). Siam.
● G.H. Golub and C.F. Van Loan (1989). Matrix
Computations, 2nd Ed, Johns Hopkins University Press,
Baltimore.
● P. Lancaster and M. Tismenetsky (1985). The Theory of
Matrices, 2nd Ed, Academic Press, New York
● Trefethen, L. N., & Bau III, D. Numerical linear algebra
(Vol. 50). Siam.
Teaching materials
- LINMA 2380 Course notes by R.J. et al.
Faculty or entity
Programmes / formations proposant cette unité d'enseignement (UE)
Title of the programme
Sigle
Credits
Prerequisites
Learning outcomes
Master [120] in Mathematics
Master [120] in Electrical Engineering
Master [120] in Mathematical Engineering
Master [120] in Data Science Engineering
Master [120] in Data Science: Information Technology