COT 5615, Math for Intelligent Systems, Fall 2011

Place:CSE; E118
Time:Monday, Wednesday, Friday 7th Period (1:55-2:45 p.m.)

Instructor:
Prof. Arunava Banerjee
Office: CSE E336.
E-mail: arunava@cise.ufl.edu.
Phone: 505-1556.
Office hours: Tuesday 2:00 p.m.-4:00 p.m. or by appointment.

TA:
Subhajit Sengupta
TA Office: CSE E309.
E-mail: ss5@cise.ufl.edu.
Office hours: Wednesday 3:00 p.m.- 5:00 p.m. or by appointment.

Pre-requisites:

The goal of this course is to cover several topics in mathematics that is of general interest to people pursuing a Ph.d in intelligent systems. The course will focus on conceptual clarity.

There is no official text book for this course. We will mostly work with online material posted on the net. However, following are two good books to keep in mind.

References:
Principles of Mathematical Analysis, W. Rudin
Linear Algebra, K. M. Hoffman, R. Kunze
Probability and Measure, P. Billingsley
Probability: Theory and examples, R. Durrett, can be found online at http://citeseer.ist.psu.edu/viewdoc/summary?doi=10.1.1.155.4899

Please return to this page at least once a week to check updates in the table below

Evaluation: The final grade will be based on two midterm exams (30% each) and several assignments (remaining 40%).

Course Policies:

Academic Dishonesty: See http://www.regulations.ufl.edu/chapter4/4017.pdf for Academic Honesty Guidelines. All academic dishonesty cases will be handled through the University of Florida Honor Court procedures as documented by the office of Student Services, P202 Peabody Hall. You may contact them at 392-1261 for a "Student Judicial Process: Guide for Students" pamphlet.

Students with Disabilities: Students requesting classroom accommodation must first register with the Dean of Students Office. The Dean of Students Office will provide documentation to the student who must then provide this documentation to the Instructor when requesting accommodation.

Tentative List of Topics to be covered

List of Topics covered
Week Topic Additional Reading Assignment
Aug 21 - Aug 27
  • Introduction
  • Natural numbers, Rationals and Reals
  • Least upper bound
  • Countably infinite.
Aug 28 - Sep 03
  • Reals are uncountable (Cantor's diagonalization proof)
  • Rings and Feilds
  • Convergence, Cauchy sequnece
Sep 04 - Sep 10
  • Reals are complete
  • Limit Supremum and Limit Infimum
Sep 11 - Sep 17
  • Limit Supremum and Limit Infimum continued.
  • Convergence of bounded monotonic sequence
  • Basic point set topology
Sep 18 - Sep 24
  • Basic point set topology continued;
  • epsilon neighborhoods, limit points, interior points, open sets, closed sets
  • Thm: Open iff complement is closed
  • Thm: Arbitrary union of open sets is open
  • Thm: Finite intersection of open sets is open
  • Definition: Topological space
  • Continuity, limit definition, epsilon delta definition
  • Equivalence of limit and epsilon delta definition
  • Dirichlet's function (discontinuous everywhere)
  • Thomae's function (discontinuous only on rationals)
Sep 25 - Oct 01
  • Linear maps.
  • Vector/Linear spaces.
  • Span, Linear Independence, Basis
  • Matrix representation of a linear map
  • Matrix multiplication with vector and matrix, and relationship to linear maps and composition of linear maps
Oct 02 - Oct 08
  • Composition of linear maps and Matrix multiplication
  • Review of material covered to date.
Oct 09 - Oct 15
  • Midterm I (Monday In-class)
  • A vector space cannot have a n-dimensional basis and an m-dimensional basis.
  • Gaussian Elimination
Oct 16 - Oct 22
  • Invertable linear transforms
  • LU Decomposition
  • Normed (+Complete=Banach) vector space
  • Assignment 3
  • Deadline extended to Thursday 5 pm. (Slip HW under door of E336)
  • Matrix A has changed
Oct 23 - Oct 29
  • Inner product (+ Complete = Hilbert) Spaces.
  • Tensors
  • Orthogonality, Orthonormality
Oct 30 - Nov 05
  • Gram Schmidt Orthogonalization
  • Orthonormal Basis
  • Introducing the inner product first
  • Fourier Series
Nov 06 - Nov 12
  • Eigen values and Eigen vectors
  • Symmetric matrices: real eigen values and orthogonal eigen vectors
  • Eigen value decomposition of a symmetric linear transform
Nov 13 - Nov 19
  • Singular value decomposition
  • Volume as a rank n alternating tensor = determinant
  • Mathematical Probability Theory: What is it all about?
  • Measurable space, Measure space
Nov 20 - Nov 26
  • Borel sigma Algebra, random variable, Distribution function
  • Basic Information Theory: Entropy of a discrete random variable
  • Assignment 4
  • Deadline extended to Thursday 4 pm (under my office door)
Nov 27 - Dec 03
  • Mutual information
  • Kullback Leibler Divergence
Dec 04 - Dec 10
  • Midterm II (Monday, In-class)