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Vue d'ensemble
Math茅matiques et Statistiques (Sci) : Inequalities for trace and rank. Generalized inverses; idempotent matrices. Schur complement. Factorizations into triangular and diagonal form; singular values. Normal matrices. Algebraic and geometric multiplicity. Computational procedures; Householder transformations, condition number. Applications to least squares. Courant-Fisher min-max theorem; related inequalities. Quadratic forms in normal variables: distribution, Characteristic function, cumulants and independance.
Terms: This course is not scheduled for the 2010-2011 academic year.
Instructors: There are no professors associated with this course for the 2010-2011 academic year.