Prerequisite: A course that you must have ordinarily attempted all elements of before you are permitted to register for another particular course.
If taken as part of a BSc degree, courses which must be attempted before this half course may be taken:
This half course may not be taken with MT3095 Further mathematics for economists.
- Diagonalisation and Jordan normal form, applied to systems of differential equations.
- Inner products, orthogonality, quadratic forms, and orthogonal diagonalisation.
- Direct sums and projections, with applications to least squares.
- Generalized inverses.
- Complex numbers. Complex matrices and vector spaces. Hermitian and unitary matrices, unitary diagonalisation and spectral decomposition.
If you complete the course successfully, you should be able to:
- Knowledge of the concepts, terminology, techniques and conventions covered in the half course.
- The ability to demonstrate an understanding of the underlying principles of the subject.
- The ability to demonstrate the ability to solve unseen mathematical problems involving an understanding of the concepts.
Unseen written examination (2 hrs).
- Anthony, M. and M. Harvey. Linear Algebra: Concepts and Methods. Cambridge University Press.
Course information sheets
Download the course information sheets from the LSE website.