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Fall 2019 ECE269 Syllabus

This document provides information about the ECE 269: Linear Algebra and Applications course taught by Prof. Piya Pal at University of California, San Diego in Fall 2019. It outlines the course logistics including lecture times, instructor and TA contact information. It also describes the grading breakdown, homework and project policies, exam dates and textbook references. The course aims to build mathematical foundations of linear algebra and its applications in fields like signal processing, machine learning, and communications. Topics include vectors/Hilbert spaces, eigenvalues/vectors, SVD, and applications in signal processing, machine learning, and communications.

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AKASHLEENA SARKAR
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416 views9 pages

Fall 2019 ECE269 Syllabus

This document provides information about the ECE 269: Linear Algebra and Applications course taught by Prof. Piya Pal at University of California, San Diego in Fall 2019. It outlines the course logistics including lecture times, instructor and TA contact information. It also describes the grading breakdown, homework and project policies, exam dates and textbook references. The course aims to build mathematical foundations of linear algebra and its applications in fields like signal processing, machine learning, and communications. Topics include vectors/Hilbert spaces, eigenvalues/vectors, SVD, and applications in signal processing, machine learning, and communications.

Uploaded by

AKASHLEENA SARKAR
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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ECE 269: Linear Algebra and Applications

Prof. Piya Pal

1 Departmentof Electrical and Computer Engineering


University of California, San Diego

Fall 2019
Logistics
Lecture: PETER 110, TuTh 8:00-9:20 am
Instructor: Prof. Piya Pal ([email protected])
Office Hours: Thursdays, 10:30 -11:30 am, Jacobs
Hall 6601.
Discussion Session: PETER 110, Fri 12:00-1:00 pm
Teaching Assistants:
1. Pranav Venuprasad ([email protected])
Office Hours: Wednesdays 3-4 pm, Venue: TBD.
2. Arik Horodniceanu ([email protected])
Office Hours: Fridays 10:30-11:30 am, Venue: TBD.
3. Kanke Wu ([email protected])
Office Hours: Mondays 4-5 pm, Venue: TBD.
4. Mehmet Hucumenoglu ([email protected])
Office Hours: Tuesdays 3-4 pm, EBU1 2516.
Website: Managed via Canvas.
Homework, Exam and Grading

Grading: Final 35%, Midterm 25%, Project 15%, Homework 25%


Homework: There will be around 6 homework sets distributed
throughout the quarter. See Homework policy for more
details.
Project: You will work on one project (individually) applying
linear algebra to solve a real-life scientific problem. We
will release a list of possible projects with guidelines.
Alternately you are also welcome to define your own
project (especially those of you who are already doing
research). You can choose MATLAB, Python or
C/C++ as the programming language.
Mid Term: November 7, in-class. Closed-book, closed-notes
exam.
Final Exam Date & Time: December 10, 8-11 am. Closed book,
closed-notes exam.
Homework Policy

Homework problems will be normally be assigned each Thursday


and due the following Thursday. Late homework will not be
accepted. The problems will allow limited collaboration unless
otherwise stated. This means you are prohibited from copying
any result from any source (other than the textbook and
lecture notes). The “source” includes your friends, “Google” or
any online resource. However, you are allowed to discuss a problem
with your friends, as long as you fully understand the concept and
write up your own solution. Any violation will be considered as a
breach of academic integrity and duly reported.
We will randomly pick a subset of problems from each homework
set for grading (same subset for all students).
References

Following is a list of suggested references (basic and advanced).


Prof. Pal will provide handouts summarizing the lectures, as well
as supplementary research papers and articles as required.
However, you are expected to take notes in class. You can also
refer to video podcasts of this course on Canvas and learn/take
notes at your own pace.
G. Strang, Introduction to Linear Algebra, Wellesley
Cambridge, 2009 [Basic].
S. Lang, Linear Algebra, Springer, 3rd Ed., 2004 [Basic].
C. D. Meyer, Matrix Analysis and Applied Linear Algebra,
SIAM 2000 [Basic/Advanced, Recommended].
Peter D. Lax, Linear Algebra and its Applications,
Wiley-Interscience, 2007 [Advanced].
Horn and Johnson, Matrix Analysis, Cambridge University
Press, 2012 [Advanced].
Online Resources
Linear Algebra (MIT Open courseware): A classic course
by Prof. Gilbert Strang.
https://ocw.mit.edu/courses/mathematics/18-06-linear-
algebra-spring-2010
Contains video lectures. May serve as a helpful refresher for
some of the topics.
EE263 (Stanford): A course on Linear Dynamical Systems.
http://ee263.stanford.edu
Prof. Young-Han Kim’s course: ECE 269, Winter.
The Matrix Cookbook: Handy reference for matrix calculus.
http://www2.imm.dtu.dk/pubdb/views/publication
details.php?id=3274
You can “Google” any topic covered in lecture or use
Wikipedia, but you should be careful in accepting or rejecting
the result of your findings.
Course Objective

Representation of signals, data and systems in the form of


matrices, and their mathematical manipulations are extensively
used across disciplines such as signal processing, communication,
statistics, machine learning, network sciences and so forth. Linear
algebra (finite dimensional) is the study of mathematical principles
guiding matrix operations with particular reference to the geometry
of vector spaces over which such operations are defined. In this
course, we will build the mathematical foundations of linear
algebraic techniques which will justify their use in diverse
applications.
Topics: Theory

Vector and Hilbert Spaces: Basis, Subspace, Inner product,


Norms, & Orthogonality
Orthogonal Projection & Least Squares
Solving Systems of Linear Equations: Overdetermined vs.
Underdetermined, role of sparsity.
Eigenvalues, Eigenvectors Linear Dynamical Systems
Hermitian Matrices, Quadratic Forms & Variational
Characterization
Positive Semidefinite Covariance Matrices, multivariate
Gaussian random variables.
Singular Value Decomposition and Principal Component
Analysis
Topics: Applications

A partial list of the many applications of linear algebra.


Signal Processing: Linear Estimation, Sparse Signal
Processing and Compressed Sensing.
Machine Learning: Principal Component Analysis, Face
Recognition, Classification.
Communication: MIMO Channels and transceiver design.
Graphs and Networks: Spectral graph theory, Page Rank
algorithm.

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