ENGR 108: Introduction to Matrix Methods

Course Description

Formerly EE 103/CME 103. Introduction to applied linear algebra with emphasis on applications. Vectors, norm, and angle; linear independence and orthonormal sets; applications to document analysis. Clustering and the k-means algorithm. Matrices, left and right inverses, QR factorization. Least-squares and model fitting, regularization and cross-validation. Constrained and nonlinear least-squares. Applications include time-series prediction, tomography, optimal control, and portfolio optimization. Undergraduate students should enroll for 5 units, and graduate students should enroll for 3 units. Prerequisites:MATH 51 or CME 100, and basic knowledge of computing (CS 106A is more than enough, and can be taken concurrently). ENGR 108 and Math 104 cover complementary topics in applied linear algebra. The focus of ENGR 108 is on a few linear algebra concepts, and many applications; the focus of Math 104 is on algorithms and concepts.