Syllabus_21-256F12 - MULTIVARIATE ANALYSIS(21-256 FALL 2012...

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MULTIVARIATE ANALYSIS (21-256) FALL 2012 Instructor: Dana Mihai 8128 Wean Hall [email protected] Lecture Hall: DH 2210 Course website: Office hours: Will be posted on Blackboard --------------------------------------------------------------------------------------------------------------------- LEARNING OBJECTIVES These objectives should help you understand the level of preparation you should achieve in this class (a list of learning goals will be provided for each section covered). After completing this course, you should be able to: Solve mathematical models accurately (given as such or obtained from real life problems) by using multivariate analysis techniques: vector operations, matrix operations, integration in various coordinate systems, optimization methods Interpret and analyze the results in the context of the problem (for example, what is the significance of the value of the Lagrange multiplier in an optimization problem, does a negative value make sense for an area) Apply the concepts and techniques learned to novel situations and problems Recognize situations in which multivariate analysis concepts can be applied to economics, biology, statistics (or other fields), and identify which concepts and techniques are necessary to solve a specific problem. --------------------------------------------------------------------------------------------------------------------- COURSE DESCRIPTION Vectors and vector operations, dot product, cross product; Basics of Linear algebra: span, linear dependence and independence; matrices, determinants, inverses, systems of equations. Lines and planes, cylinders and quadrics. Functions of several variables, differentiation, linear approximation, optimization (unconstrained and constrained).

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