Linear Algebra in Action: Third Edition

Linear algebra permeates mathematics, perhaps more so than any other single subject. It plays an essential role in pure and applied mathematics, statistics, computer science, and many aspects of physics and engineering. This book conveys in a user-friendly way the basic and advanced techniques of linear algebra from the point of view of a working analyst. The techniques are illustrated by a wide sample of applications and examples that are chosen to highlight the tools of the trade. In short, this is material that many of us wish we had been taught as graduate students. Roughly the first third of the book covers the basic material of a first course in linear algebra. The remaining chapters are devoted to applications drawn from vector calculus, numerical analysis, control theory, complex analysis, convexity and functional analysis. In particular, fixed point theorems, extremal problems, matrix equations, zero location and eigenvalue location problems, and matrices with nonnegative entries are discussed. Appendices on useful facts from analysis and supplementary information from complex function theory are also provided for the convenience of the reader. In this new edition, most of the chapters in the first edition have been revised, some extensively. The revisions include changes in a number of proofs, either to simplify the argument, to make the logic clearer or, on occasion, to sharpen the result. New introductory sections on linear programming, extreme points for polyhedra and a Nevanlinna-Pick interpolation problem have been added, as have some very short introductory sections on the mathematics behind Google, Drazin inverses, band inverses and applications of SVD together with a number of new exercises.