This course focuses on fundamental applications of linear algebra to mathematics and other sciences. Main topics are: vector spaces and bases, linear transformations and operators, Jordan canonical form of a matrix, inner products, Hermitian and unitary operators. We will also cover some applications to Fourier series and transforms, ordinary and partial differential equations, Markov processes.
The text for this course is Applied Linear Algebra : the decoupling principle by Lorenzo Sadun, 2nd edition published by AMS