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The course

This is the preliminary material on linear algebra for the Operations Research courses: the notation, the computations and the results that the other modules take for granted.

How to use this site

  1. Read the chapter: definitions and observations are in coloured boxes, exactly as in the PDF; proofs and solutions open with a click.
  2. Try the examples in the lab: every tool has a button that loads the matrices used in the notes.
  3. Do the exercises at the end of each chapter, then switch to the lab's Practice tab for as many new ones as you like.

Where you will use it

Topic Where it comes back
Linear systems, rank, bases the simplex method — Operations Research Lab
Definite matrices, generalized \(\ell_2\) norm quadratic models, Markowitz portfolios
\(\ell_1\) and \(\ell_\infty\) norms robust and quantile regression
Determinants, LU solving systems efficiently inside a solver

Material

The lecture notes are by Fabio Furini. Text, figures and data are released under CC BY 4.0; the code of the lab under MIT. To cite the material see CITATION.cff.

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