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These lectures were written by Stephen Boyd.
Not all of the material in these lectures will be covered. More information
about this will appear below, later.
Overview
Linear functions
Linear algebra review
Orthonormal sets of vectors and QR factorization
Least-squares
Least-squares applications
Regularized least-squares and Gauss-Newton method
Least-norm solutions of underdetermined equations
Autonomous linear dynamical systems
Solution via Laplace transform and matrix exponential
Eigenvectors and diagonalization
Jordan canonical form
Linear dynamical systems with inputs and outputs
Example: Aircraft dynamics
Symmetric matrices, quadratic forms, matrix norm, and SVD
SVD applications
Example: Quantum mechanics
Controllability and state transfer
Observability and state estimation
Summary and final comments
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