Course material

Lecture notes

Week Description
week 34 Mathematical Reasoning and Basic Set Theory
week 35 Will be revised soon Mononomial basis and Bernstein basis for the space of polynomials, Interpolation polynomial (Vandermonde matrix, Lagrange basis, Newton basis), basics of quantum calculus
Additional material for week 36, see itslearning for further material Review of basic notions of linear algebra: sum and intersection of vector spaces, spanning sets and bases, quotient space, dimension of a vector space, isomorphisms between vector spaces
week 37: Chapter 2 of Lax Linear functionals, dual of a finite-dimensional vector space, linear mappings
week 38: Chapter 3 and 4 of Lax Eigenvectors and eigenvalues, characteristic polynomial, similar matrices, Theorem of Cayley-Hamilton
week 39: Chapter 3 and 4 of Lax, Terry Tao's proof of the Jordan Normal Form Generalized eigenvectors, Spectral Theorem for finite-dimensional vector spaces in terms of generalized eigenspaces, nilpotent operators, Jordan Normal Form
week 40: Chapter 2 of Mats Ehrnstom's notes on TMA4145, Kreyszig Chapter 1 Metric spaces, basic examples including the space of n-tuples with the 1,2 and sup-distance, sequence spaces with 1,2 and sup-distance, Hamming distance, limits of sequences, completeness axiom for the real numbers, supremum and infimum of a set
week 41: TMA4145 notes: Chapter 2, Kreyszig Chapter 1 closed and open sets, Cauchy sequences, completeness, Bolzano-Weierstrass, compact sets
week 42: TMA4145 notes: Chapter 2, Kreyszig Chapter 1 and Chapter 5, K. Conrad Notes on Banach Fixed Point Theorem Google Pagerank Completeness of C[0,1] with respect to the sup-metric, Banach fixed point theorem, Completions
week 43 Normed spaces, equivalent norms, Schauder bases, innerproduct spaces, Cauchy-Schwarz inequality, polarization identity, projection theorem
week 44 Hilbert spaces Orthogonal bases, Bessel's inequality, Parseval's identity, Gram-Schmidt
week 45 Riesz representation theorem, bounded linear operators, operator norm, perturbations of linear systems, condition number
week 46 Adjoint operator, QR decomposition, Least squares solution, spectral theorem for selfadjoint matrices
week 47 SVD positive definite matrices, singular value decomposition, polar decompostion, pseudo inverse

Further material

Week Description
Norms for linear mappings (operator norm, Hilbert-Schmidt norm), Matrix decompositions (QR, LU, SVD)

Books

There is no book for this course, but the following references are recommend for deepening the understanding of the syllabus. They are only suggestions; you can use the books you like, or none at all. These are just recommendations and you are not supposed to purchase any of these books. Herewith, I encourage you to go to the library or search on the web for the topics covered in the course and pick some material that suits your background and your studying habits best.

Book Relevant chapters Description
Lax: Linear Algebra and its Applications, 2nd ed., Wiley. 1-8, 14-15. Appendices: A,B. The text develops the material from the perspective of functional analysis and applications in various areas.
Friedberg et. al.: Linear Algebra, 4th ed, Pearson.1) 1.1–1.6, 2.1–2.6, 3.1 (repetition), 3.2, 3.4, Chapter 4 (repetition), 5.1, 5.2, 5.4, 6.1–6.8, 7.1–7.2. Appendices: A,B. The book gives a thorough introduction to linear algebra.
Strang: Linear algebra and its applications. 1.2–1.6, 2.1–2.4, 2.6, 3.1, 3.3–3.4, Chapter 4 (repetition), 5.1–5.2, 5.5–5.6, 6.1–6.3. Appendix B. This book contains a wealth of examples on many aspects of linear algebra.
Kreyszig: Introductory Functional Analysis with Applications, John Wiley & Sons. Selected material from this book will be available at the department office for a small fee. Chapter 1, 2.1–2.4, 2.6–2.10, 3.1–3.5, 3.8–3.10, Chapter 5, 7.1. Appendices: A.1.1–A.1.2, A.1.6.2) The book by Kreyszig provides basic facts about functional analysis for anyone with a knowledge of linear algebra and calculus.
Young: An introduction to Hilbert space, Cambridge University Press. Chapters 1–4 and 6–7. An elegant introduction to Hilbert spaces.
1)
The Pearson New International Edition lacks chapter 7 of the International Edition, but is otherwise analogue to it, as well as sufficient for the course.
2)
These go beyond the material for sale, so that anyone who has bought this book should be able to benefit from it.
2016-07-12, Franz Luef