Overview
Dive into a comprehensive video series exploring eigenvalue inequalities in linear algebra. Begin with an introduction to symmetric matrices and their properties. Progress through key theorems including Courant-Fischer Min-Max and Weyl's theorem. Examine the Gershgorin Circle Theorem and its applications in locating eigenvalues. Investigate Brauer's oval of Cassini for more precise eigenvalue bounds. Conclude by studying eigenvalue inequalities specific to correlation matrices. Gain a deep understanding of these fundamental concepts in matrix theory and their practical implications in data analysis and engineering.
Syllabus
Symmetric Matrix. Brief Series on Eigenvalue Inequalities (part 1).
Symmetric Matrix. Brief Series on Eigenvalue Inequalities (part 2).
Theorems Courant Fischer Min Max. Weyl's. Brief Series on Eigenvalue Inequalities (part 3).
Gershgorin Circle Theorem. Brief Series on Eigenvalue Inequalities (part 4).
Brauer's oval of Cassini. Brief Series on Eigenvalue Inequalities (part 5).
Eigenvalue Inequality for a Correlation Matrix.
Taught by
statisticsmatt