Thursday, January 18, 2007

MIT Prof Gilbert Strang's 18.085 Lecture 1

Video Lectures

Applied mathematics has two parts
1. Find the equation
2. Solve the equation


When we find the equation we then get a matrix


Properties of

Symmetric matrix (i.e. K = K Transpose)

Has an inverse can't say by just glancing it i.e. Non-Singular

Tri-Diagonal (only main diagonal and one each above and below)

Constant Diagonal (same numbers on diagonal). We can do a lot with Fourier Analysis on these kind of matrices

Positive Definite Matrix - has n pivots and all n positive pivots
All n EigenValues are Positive
(Any Vector X) * Matrix * (Transpose of Vector X) is also positive

How to tell if matrix is invertible?

Solutions

1. Check itz Determinant. Determinant is not zero for invertible matrix
2. B.x=0 i.e there is a matrix x not equal zero that takes B to Zero
3. Pivots are never zero




Solve equations by

Matrix = Lower Triangular * Symmetric Diagonal * Transpose of Lower Triangular


Four Pillars of Linear Algebra
1. Elimination
2. Grams-Schmidt
3. Eigenvalue
4. Fourier Analysis

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