Lecture plan 
Lecturer Eivind Eriksen (Office B4032), Office hours: Thu 1214 
Reading 
Exercises 
All lectures 
Live stream A1040 
Live stream B2040 
Recorded lectures 
Recorded plenary sessions 
Python code 
Fri Aug 21: 08000945, A1040 
Lecture 1: Linear systems and Gaussian elimination. Rank. 
[ME] 6.1, (6.2), 7.1  7.4, (7.5) Alternative: [E] Ch. 1 
Problem set 1  Solutions 
Fri Aug 28: 08000945, A1040 
Lecture 2: Vectors and Linear Independence. Vector spaces. 
[ME] 10.1  10.3, (10.4  10.7), 11.1 Alternative: [E] Ch. 2 
Problem set 2  Solutions 
Thu Sep 03: 13001445, A2030 
Lecture A: NumPy and NDarrays. Complex numbers. 
[PA] 4.1  4.8, [ME] A3.1  A3.5 Alternative: [E] Ch. A.1  A.3 
Problem set A  Solutions 
Fri Sep 04: 08000945, A1040 
Lecture 3: Matrices, determinants and minors. 
[ME] 8.1  8.4, (8.5  8.6), 9.1  9.2, (9.3), 26.1  26.3, (26.4), 26.5 
Problem set 3  Solutions 
Fri Sep 11: 08000945, A1040 
Lecture 4: Eigenvalues and eigenvectors. Diagonalization. Markov chains. 
[ME] 23.1  23.4, 23.6 23.7, (23.9) 
Problem set 4  Solutions 
Mon Sep 14: 17001945, A1040 
Plenary Session 1: Problems from Lecture 14 
Key Pb 1.3, 3.3c, 3.4b, 4.1cdf, 4.2de, 4.3, 4.4 [E] 1.9,
1.14, 2.4, 2.5, 2.6, 2.11, 2.14, 3.10, 3.11, 3.12b, 3.13, 3.14, 3.15 WB 4.4, 4.11, 4.12 
Fri Sep 18: 08000945, A1040 
Lecture 5: Nonnegative matrices. Definiteness of quadratic forms. 
[ME] 13.1  13.5, 16.1  16.4, 23.8, (Google's Pagerank algorithm) 
Problem set 5: Mon 21/09 at 1719, C2010/020/030 
Fri Sep 25: 08000945, A1040 
Lecture 6: Unconstrained Optimization. 
[ME] 14.1  14.4, 14.8, 17.1  17.5, 30.1 
Problem set 6: Mon 28/09 at 1719, C2010/020/030 
Thu Oct 01: 13001445, B2040 
Lecture B: Nonnegativ matrices and applications 

Problem set B: Mon 05/10 at 1517, B2040 
Fri Oct 02: 08000945, A1040 
Lecture 7: Constrained Optimization. First Order Conditions. 
[ME] 18.1  18.7, (12.3  12.5), 21.1 
Problem set 7 
Mon Oct 05: 17001945, A1040 
Plenary Session 2: Problems from Lecture 56 + Midterm exam 10/2018 
Key problems TBA [WB] TBA Midterm Exam TBA 
Fri Oct 09: 08000945, A1040 
Lecture 8: Constrained Optimization. Second Order Conditions. 
[ME] 19.1, (19.4) 
Problem set 8: Mon 12/10 at 1719, C2010/020/030 
Fri Oct 16: 08000945, A1040 
Lecture 9: Envelope Theorems. 
[ME] 19.2  19.3, (19.4  19.6), (Kelly Criterion) 
Problem set 9: Mon 19/10 at 1719, C2010/020/030 
Oct 19  Oct 26 
Midterm exam 
Home exam (with programming in python) 
Fri Oct 23: 08000945, A1040 
Lecture 10: First order differential equations. 
[ME] 24.1  24.2, (24.4  24.6) 
Problem set 10 
Mon Oct 26: 17001945, A1040 
Plenary Session 3: Problems from Lecture 79 
Key problems TBA [WB] TBA Final Exam TBA 
Fri Oct 30: 08000945, C1060 
Lecture 11: Stability. Second order differential equations. 
[ME] 24.1  24.3, (24.4  24.6) 
Problem set 11: Mon 02/11 at 1719, C2010/020/030 
Thu Nov 05: 13001445, B2040 
Lecture C: Optimal control theory. 

Problem set C: Mon 09/11 at 1517, B2040 
Fri Nov 06: 08000945, A1040 
Lecture 12: Systems of differential equations. Difference equations. 
[ME] 23.2 
Problem set 12: Mon 16/11 at 1719, C2010/020/030 
Mon Nov 09: 17001945, A1040 
Plenary Session 4: Problems from Lecture 1012 
Key problems TBA [DE] TBA Final Exam TBA 
Fri Nov 13: 08000945, A1040 
Lecture 13: Final exam 11/2019. 


Fri Nov 20: 08000945, A1040 
Lecture 14: Review of important topics for the final exam. 


Thu Nov 26: 09001200 
Final exam 



January 2020: Not confirmed 
Midterm exam (retake) 


January 2020: Not confirmed 
Final exam (retake) 


