Multivariate Analysis

9 units · Undergraduate

Fall and Spring: 9 units This course is designed for students in Economics or Business Administration. Matrix algebra: vectors, matrices, systems of equations, dot product, cross product, lines and planes. Optimization: partial derivatives, the chain rule, gradient, unconstrained optimization, constrained optimization (Lagrange multipliers and the Kuhn-Tucker Theorem). Improper integrals. Multiple integration: iterated integrals, probability applications, triple integrals, change of variables. (Three 50 minute lectures, one 50 minute recitation) Prerequisites: 21-120 or 21-112 Course Website: https://www.cmu.edu/math/undergrad/math-course-information.html