Linear Algebra and Differential Equations
This course is an introduction to the basic concepts of linear algebra, matrix theory, and differential equations that are used widely in modern engineering and science. The discussion will be augmented by topics from linear algebra and the use of computer software (primarily MATLAB).
- Linear Algebra: systems of linear equations, matrices, Reduced Echelon Form (REF), consistent matrices, homogeneous matrices, matrix operations, scalar product, norm, linear independence, matrix inverses, determinants, null spaces, range, spanning subsets, bases, dimension and rank, orthogonal and orthonormal bases, Gram-Schmidt orthogonalization, linear transformations, eigenvalues and eigenvectors, characteristic polynomials, complex eigenvalues, diagonalization.
- Differential Equations: basic DE terminology, separable equations, linear 1st order equations, integrating factors, equilibrium and stability, higher-order differential equations, homogeneous equations with constant coefficients, undetermined coefficients, variation of parameters, numerical solutions, systems of first order differential equations, Laplace transforms.
- Programming: while this will not be our main focus, you will learn how to perform some basic linear algebraic operations with MATLAB, as well as how to solve some differential equations numerically.
Lecture Slides
Linear Algebra
Matrices and Their Operations Lectures 1–6
Linear Independence and Span Lectures 7–12
Lecture 7
Lecture 7
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Lecture 8
Lecture 8
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Lecture 9
Lecture 9
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Lecture 10
Lecture 10
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Lecture 11
Lecture 11
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Lecture 12
Lecture 12
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Bases and Subspaces Lectures 13–17
Lecture 13
Lecture 13
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Lecture 14
Lecture 14
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Lecture 15
Lecture 15
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Lecture 16
Lecture 16
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Lecture 17
Lecture 17
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Orthogonality and Rotations Lectures 18–21
Lecture 18
Lecture 18
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Lecture 19
Lecture 19
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Lecture 20
Lecture 20
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Lecture 21
Lecture 21
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Eigenvalues and Spectral Theory Lectures 22–27
Lecture 22
Lecture 22
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Lecture 23
Lecture 23
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Lecture 24
Lecture 24
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Lecture 25
Lecture 25
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Lecture 26
Lecture 26
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Lecture 27
Lecture 27
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Differential Equations
Linear First-Order ODEs Lectures 28–33
Lecture 28
Lecture 28
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Lecture 29
Lecture 29
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Lecture 30
Lecture 30
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Lecture 31
Lecture 31
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Lecture 32
Lecture 32
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Lecture 33
Lecture 33
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Dynamical Systems and The Laplace Transform Lectures 34–39
Lecture 34
Lecture 34
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Lecture 35
Lecture 35
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Lecture 36
Lecture 36
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Lecture 37
Lecture 37
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Lecture 38
Lecture 38
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Lecture 39
Lecture 39
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Course Demos
Interactive Desmos graphs built for this course. They also appear in the main Gallery.
Demos coming soon.