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Optimisation in Mathematics

ECTS : 4

Lecturers : Denis PASQUIGNON, Nejla NOUAILI
https://dauphine.psl.eu/recherche/cvtheque/nouaili-nejla

Language of instruction : French

Teaching hours : 36

Course content:

We present the basics of linear algebra and matrix computation.Week 1 : definition of linear combinationWeek 2 : Matrix computationWeek 3,4 : Linear systemWeek 5,6 : Square MatrixWeek 7 : DeterminantWeek 8 : Basis of R^nWeek 9,10 : Rank of a matrixWeek 11,12 : Diagonalisation

Skills to be acquired:

On completion to this module, students will be able make some computation with matrix useful in econometrics, statistics, machine learning …

Mandatory prerequisites

The senior year program in mathematics.

Assessment:

Weighting : 1.00

This document may be updated - 04/11/2026
Université Paris Dauphine - PSL - Place du Maréchal de Lattre de Tassigny - 75775 PARIS Cedex 16