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B.Stat-106: Matrix Algebra | ||
Course Code | : | B.Stat-106 |
Course Title | : | Matrix Algebra |
Course Type | : | Related |
Level/Term and Section | : | B.Sc. Honours Part – I |
Academic Session | : | 2019 – 2020 |
Course Instructor | : | × |
Pre-requisite (If any) | : | × |
Credit Value | : | 4 |
Total Marks | : | 100 (Examination 80, Tutorial/Terminal 15, and Attendance 5) |
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COURSE DESCRIPTION: | ||||||
Matrix Algebra is a basic course in statistics with a strong application in the consecutive years. It aims to provide an overview of the relevant aspects with basic algebraic properties of matrices and to accustom with the fundamentals of vectors.
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COURSE OBJECTIVES (CO): | ||||||
1)
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Students will understand the concept of matrix and vectors. | |||||
2)
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Students will be prepared themselves for basic matrix operation. | |||||
3)
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Students able to solve the practical problems in matrix and vector. | |||||
4)
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Students will be able to apply matrix algebra in statistics as well as in any other field. | |||||
COURSE LEARNING OUTCOME (CLO): | ||||||
On successful completion of the course | ||||||
1)
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students will be able to know the fundamental the concepts of vector and its properties; | |||||
2)
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develop specific skills and competencies vector operations; | |||||
3)
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students will know the basic of matrices and matrix properties; | |||||
4)
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students will able to compute the characteristic roots and solution of system of equations; | |||||
5)
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quadratic forms, diagonalization and different decomposition should be known; | |||||
6)
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apply secured knowledge to solve problems in further statistical courses. | |||||
COURSE PLAN / SCHEDULE: | ||||||
CLO | Topics to be covered |
Teaching-Learning Strategies
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Assessment Techniques
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No. of Lectures
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1
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Introduction of Vectors: Definition of vector and plane, Vector space, Basis, Dimension, Sub-space.
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Lecturing with Multimedia Projector, Interactive Board and Q/A session | Assignment, Class Tests, Presentation, Final Exam. |
5
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2
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Plane and real line as geometric and algebraic vector spaces their relations, Linear dependence and independence, Dot product, Direct sum, Kronecker product, Projection, Gram-Schmidth orthogonalization, Cauchy-Schewartz inequality.
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15
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3
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Matrices: Definition and Basic operations, Types of matrices, Trace, Determinants, Rank, Inverse with their properties and applications, Inverse by partitioning, Block matrices and their multiplication.
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20
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4
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Solution of system of linear equations, Characteristic equations, Latent root and vector, Generalized inverse, Moore-Penrose inverse.
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10
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5
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Quadratic forms and its geometric interpretations, Diagonalization, Spectral decomposition, LU and QR decompositions and its importance.
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10
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Assessment Strategy Evaluation Policy (Grading System) and make-up procedures: According to the ordinance. |
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Main Books Recommended: | ||||||||||||
1) | Basilevsky, A. (2013). Applied matrix algebra in the statistical sciences. Courier Dover Publications. | |||||||||||
2) | Eldén, L. (2009). Matrix Methods in Data Mining and Pattern Recognition. AMC, 10, 12. |
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References: | ||||||||||||
3) | Frank Jr, A. Y. R. E. S. (1996). Matrices. Colección Schaum. McGraw Hill. | |||||||||||
4) | Harville, D. A. (2008). Matrix algebra from a statistician’s perspective. Springer. | |||||||||||
5) | Lang, S. (2012). Introduction to linear algebra. Springer Science & Business Media. | |||||||||||
6) | Lipschutz, S., & M. Lipson (2001). Schaum’s outline of theory and problems of linear algebra. Erlangga. | |||||||||||
7) | Rao, C. R. (2009). Linear statistical inference and its applications (Vol. 22). John Wiley & Sons. | |||||||||||
8) | Searle, S. R., & Khuri, A. I. (2017). Matrix algebra useful for statistics. John Wiley & Sons. | |||||||||||
9) | Seber, G. A. (2008). A matrix handbook for statisticians. John Wiley & Sons. |