Solving and Optimizing

Harvard FAS

This course covers a combination of linear algebra and multivariate calculus with an eye towards solving systems of equations and optimization problems. Students will learn how to prove some key results, and will also implement these ideas with code. Linear algebra: matrices, vector spaces, bases and dimension, inner products, least squares problems, eigenvalues, eigenvectors, singular values, singular vectors. Multivariate calculus: partial differentiation, gradient and Hessian, critical…