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Instructors: Prof. Dr.-Ing. Marius Pesavento
Event type:
Lecture
Org-unit: Dept. 18 - Electrical Engineering and Information Technology
Displayed in timetable as:
E: VL Matrixanalye
Subject:
Crediting for:
Hours per week:
3
Language of instruction:
Englisch
Min. | Max. participants:
- | -
Course Contents:
This graduate course is a foundation class on matrix analysis and computations, which are widely
used in many different fields, e.g., machine learning, computer vision, systems and control, signal and image processing, communications, networks, optimization, and many more…
Apart from the theory this course will also cover the design of efficient algorithm and it considers many different examples from the aforementioned fields including examples from social media and big data analysis, image processing and medical imaging, communication network optimization, and written text classification.
Specific topics: (i) basic matrix concepts, subspace, norms, (ii) linear least squares (iii) eigendecomposition, singular value decomposition, positive semidenite matrices, (iv) linear system of equations, LU decomposition, Cholesky decomposition (v) pseudo-inverse, QR decomposition (vi) advanced tensor decomposition, advanced matrix calculus, compressive sensing, structured matrix factorization
Literature:
1. Gene H. Golub and Charles F. van Loan, Matrix Computations (Fourth Edition), John Hopkins University Press, 2013.
2. Roger A. Horn and Charles R. Johnson, Matrix Analysis (Second Edition), Cambridge University Press, 2012.
3. Jan R. Magnus and Heinz Neudecker, Matrix Differential Calculus with Applications in Statistics and Econometrics (Third Edition), John Wiley and Sons, New York, 2007.
4. Giuseppe Calaore and Laurent El Ghaoui, Optimization Models, Cambridge University Press, 2014.
ECE 712 Course Notes by Prof. Jim Reilly, McMaster University, Canada (friendly notes for engineers) http://www.ece.mcmaster.ca/faculty/reilly/ece712/course_notes.htm
Preconditions:
Basic knowledge in linear algebra.
Online Offerings:
Moodle
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