Sanjay Lall, Stanford University, Autumn Quarter 2021

Video from the lectures is available on Canvas

These slides are updated as the course progresses, so we don't recommend downloading them all at the beginning of the quarter. Dates show that date that section was started in class.

Overview (9/20)

Linear functions (9/20)

Engineering examples (9/20)

Linear algebra review (9/27)

Range and null space (9/29)

Rank (10/6)

Orthogonality (10/6)

QR factorization (10/11)

Least-squares (10/13)

LS via QR factorization (10/20)

Least-squares fitting (10/20)

Recursive estimation (10/20)

Multi-objective least-squares (10/25)

Gauss-Newton method (10/27)

Eigenvectors and diagonalization (10/27)

Symmetric matrices (10/27)

Ellipsoids (11/1)

Matrix norm (11/1)

SVD and applications (11/3)

Solution via matrix exponential (11/15)