Optimisation in Mathematics

Ects : 4

Enseignant responsable :

Volume horaire : 36

Description du contenu de l'enseignement :

We present the basics of linear algebra and matrix computation. Week 1 : definition of linear combination Week 2 : Matrix computation Week 3,4 : Linear system Week 5,6 : Square Matrix Week 7 : Determinant Week 8 : Basis of R^n Week 9,10 : Rank of a matrix Week 11,12 : Diagonalisation  

Pré-requis obligatoires :

The senior year program in mathematics.

Coefficient : 1

Compétence à acquérir :

On completion to this module, students will be able make some computation with matrix useful in econometrics, statistics, machine learning …

Mode de contrôle des connaissances :

  • Midterm 1 : 25%
  • Midterm 2 : 25%
  • Final Exam : 50%