Linear Algebra and Random Processes

---

Welcome to the course page for Linear Algebra and Random Processes (LARP). This page contains all course realted information for students attending the course. For all course related queries please contact the course instructor or the TAs (Aravind, Tim).

Course Information Document

You can download the course document information from here.

Lecture timings

Lectures: Mon: 8-9AM, Wed: 9-10AM, Sat: 8-9AM

Tutorial: Sat: 10:15-11:15AM.

Reference textbooks

There is no one fixed textbook for the course. The course slides and course notes should serve as the first reference material for the course. However, you are strongly encouraged to refer to the following textbooks for the different topics covered in the course. The lecture slides for different topics will list the recommended reading material for the different topics.

• G Strang, Introduction to linear algebra. Wellesley, MA: Wellesley-Cambridge Press, 1993.
• CD Meyer, Matrix analysis and applied linear algebra. Siam; 2000 Jun 1.
• S Boyd and L Vandenberghe, Introduction to Applied Linear Algebra – Vectors, Matrices, and Least Squares. Online book
• Papoulis, Athanasios, and S. Unnikrishna Pillai. Probability, random variables, and stochastic processes. Tata McGraw-Hill Education, 2002.
• Kay, Steven. Intuitive probability and random processes using MATLAB®. Springer Science & Business Media, 2006.
• Online course on Linear Algebra by G Straing at MIT OCW. Course link
• Online course on Linear Dynamical Systems by S Boyd. Course Link

Lecture slides

• Vectors
• Matrices
• Orthogonality
• Matrix Inverses
• Eigenvectors and eigenvalues
• Positive definiteness and Matrix norm
• Singular Value Decomposition
• Least squares methods
• Experiments, Sample Spaces, and Probability
• Random Variables and Probability Distribution
• Transformations and Expectation of Random Variables
• Multiple Random Variables
• Random Processes
• Statistical Estimation

Homework Assignments

The assigment document contains all the problems you will need to workout as part of your homework. You will be informed in class regularly about the sections to solve and submit as your homework assignment. The document will be regularly updated and revised, you are encouraged to make sure you have the most up-to-date document when working on your assigments. You can download data for programming assingments for the different assignments from the link given below:

• SVD and Least Squares Methods
• Experiments, Sample Spaces, and Probability