Date: 
Topic: 
Reading: 
Exercises: 

Python code 


Fri Aug 27: 08000945, A1040 
Lecture 1: Linear systems and Gaussian elimination. Rank. 
[E] 1.1  1.6 
Problem set 1: Mon 1719, C2010/020/030/D1065 
Fri Sep 03: 08000945, A1040 
Lecture 2: Vectors and Linear Independence. Vector spaces. 
[E] 2.1  2.4, 2.6  2.7 
Problem set 2: Mon 1719, C2010/020/030/D1065 
Wed Sep 08: 15001645, B2040 
Lecture A: NumPy and NDarrays. Complex numbers. 
[E] A.1  A.5 [PA] 4.1  4.8 
Problem set A: Wed 01/09 1517, B2080 
Fri Sep 10: 08000945, A1040 
Lecture 3: Matrices, determinants and minors. 
[E] 3.1  3.4 
Problem set 3: Mon 1719, C2010/020/030/D1065 
Fri Sep 17: 08000945, A1040 
Lecture 4: Eigenvalues and eigenvectors. Diagonalization. Markov chains. 
[E] 4.1  4.4 
Problem set 4 
Mon Sep 20: 17001945, A1040 
Plenary Session 1: Problems from Lecture 14 
Key problems 1.1c, 1.3, 2.1, 2.3, 2.4, 3.3, 3.4bc, 4.1ef, 4.3, 4.4c [E] 3.11, 3.12b, 3.13, 3.14, 4.6 Midterm 10/2019 Q8, 01/2020 Q8 
Fri Sep 24: 08000945, A1040 
Lecture 5: Definiteness of quadratic forms. Markov chains. 
[E] 2.5, 4.4  4.6 
Problem set 5: Mon 1719, C2010/020/030/D1065 
Wed Sep 29: 15001645, C2040 
Lecture B: Nonnegative matrices and applications 
[E] 4.4 
Problem set B: Wed 06/10 1517, B2080 
Fri Oct 01: 08000945, A1040 
Lecture 6: Unconstrained Optimization. 
[E] 5.1  5.5, 5.7 
Problem set 6: Mon 1719, C2010/020/030/D1065 
Thu Oct 07: 18002045, A1040 
Plenary Session 2: Problems from Lecture 56 + Midterm exam problems 
Key problems 5.1, 6.1, 6.3, 6.4, 6.5 Midterm 01/2020 Q4,5,7 10/2019 Q78 01/2019 Q5,7 05/2018 Q2,5 10/2018 Q8 01/2017 Q8 
Fri Oct 08: 08000945, A1040 
Lecture 7: Constrained Optimization. Lagrange problems. 
[E] 6.1  6.4, 6.6 
Problem set 7: Mon 1719, C2010/020/030/D1065 
Fri Oct 15: 08000945, A1040 
Lecture 8: KuhnTucker problems. Envelope Theorems. 
[E] 6.5  6.6 
Problem set 8: Mon 1719, C2010/020/030/D1065 
Wed Oct 20: 15001645, B2040 
Lecture C: Time series and portfolio optimization. 
[E] 6.7 
Problem set C: Wed 27/10 1517, B2080

Oct 25  Nov 01 
Midterm exam  Solutions 
Home exam (with programming in python) 
Fri Oct 22: 08000945, A1040 
Lecture 9: Matrix methods and optimization 
[E] 5.6, 6.7 
Problem set 9: Mon 1719, C2010/020/030/D1065 
Fri Oct 29: 08000945, A1040 
Lecture 10: First order differential equations. 
[E] 7.1  7.7 
Problem set 10 
Mon Nov 01: 17001945, A1040 
Plenary Session 3: Problems from Lecture 79 
Key problems 7.1bd, 8.1ab, 9.1, 9.2b, 9.3, 9.4 Final Exam 11/2019 Q4, 06/2018 Q4 
Fri Nov 05: 08000945, A1040 
Lecture 11: Stability. Second order differential equations. 
[E] 7.8  7.10 
Problem set 11: Mon 1719, C2010/020/030/D1065 
Fri Nov 12: 08000945, A1040 
Lecture 12: Systems of differential equations. 
[E] 9.1  9.3 
Problem set 12: Mon 1719, C2010/020/030/D1065 
Fri Nov 19: 08000945, A1040 
Lecture 13: Difference equations. Systems of difference equations. 
[E] 8.1  8.4, 9.4  9.5 
Problem set 13 
Mon Nov 22: 17001945, C1010 
Plenary Session 4: Problems from Lecture 1013 
Key problems 10.2b, 10.3b, 10.4b, 11.1b, 11.2cd, 12.2b, 12.4bc, 13.1d, 13.3a Final Exam 01/2020 2b,3b 11/2019 3b 01/2019 2b 
Fri Nov 26: 15001745, A1040 
Lecture 14: Revision, exam problems: Final exam 11/2019 14, 2021/01 2,3b 

Extra TA session: Mon 1719, D1065/CU1067 
Thu Dec 02: 09001200 
Final exam  Solutions 

