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| STAT1212-1 | Mathematics applied to statistics
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| Duration : | 36h Th, 36h Pr |
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| Credits/ECTS : |
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| Holder(s) : | Catherine Charles |
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| Language : | French language |
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| Course contents : | 1/ MATRIX CALCULUS
sum and product, (generalized) inverse, rank, factorizations, norms, eigenvalues and eigenvectors, quadratic forms quadratiques
2/ NUMERICAL ANALYSIS
errors, non-linear equations, linear systems, approximation of eigenvalues and eigenvectors
3/ OPTIMIZATION
unconstrained optimisation, constrained optimization, regression |
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| Course objective : | To provide basics in matrix calculus, numerical analysis and optimisation
After completing the course the student is expected to
- to give the sum, product, inverse, rank, eigenvalues (eigenvectors), factorization of matrix
- to resolve non-linear equations, linear systems and give eigenvalues (eigenvectors) by means of algorithms
- to give the optimum of (constrained) multivariable functions |
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| Organization : | Lectures : 36h
Practical Works : 36h |
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| Written notes : | Lecture notes |
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| Assessment : | Written examination (100%) |
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| Contacts : | Charles, Catherine (Chargée de cours)
GxABT/SIMa
081 62 24 53
C.Charles@ulg.ac.be |
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