Lecture plan 
Lecturer Eivind Eriksen (Office B4032), Office hours: Thu 1214 
Reading 
Exercises 
All lectures 
Live stream A1040 
Live stream B2040 
Python code 
Fri Aug 21: 08000945, A1040 
Lecture 1: Linear systems and Gaussian elimination. Rank. 
[ME] 6.1, (6.2), 7.1  7.4, (7.5) Alternative: [E] Ch. 1 
Problem set 1  Solutions 
Fri Aug 28: 08000945, A1040 
Lecture 2: Vectors and Linear Independence. Vector spaces. 
[ME] 10.1  10.3, (10.4  10.7), 11.1 Alternative: [E] Ch. 2 
Problem set 2  Solutions 
Thu Sep 03: 13001445, A2030 
Lecture A: NumPy and NDarrays. Complex numbers. 
[PA] 4.1  4.8, [ME] A3.1  A3.5 Alternative: [E] Ch. A.1  A.3 
Problem set A  Solutions 
Fri Sep 04: 08000945, A1040 
Lecture 3: Matrices, determinants and minors. 
[ME] 8.1  8.4, 9.1  9.2, 26.1  26.3, 26.5 Alternative: [E] Ch. 3 
Problem set 3  Solutions 
Fri Sep 11: 08000945, A1040 
Lecture 4: Eigenvalues and eigenvectors. Diagonalization. Markov chains. 
[ME] 23.1  23.4, 23.6 23.7, (23.9) 
Problem set 4  Solutions 
Mon Sep 14: 17001945, A1040 
Plenary Session 1: Problems from Lecture 14 
Key Pb 1.3, 3.3c, 3.4b, 4.1cdf, 4.2de, 4.3, 4.4 [E] 2.11, 3.13,
3.15 
Fri Sep 18: 08000945, A1040 
Lecture 5: Nonnegative matrices. Definiteness of quadratic forms. 
[ME] 13.1  13.5, 16.1  16.4, 23.8,
(Google's Pagerank algorithm
) 
Problem set 5  Solutions 
Fri Sep 25: 08000945, A1040 
Lecture 6: Unconstrained Optimization. 
[ME] 14.1  14.4, 14.8, 17.1  17.5, 30.1 
Problem set 6  Solutions 
Thu Oct 01: 13001445, B2040 
Lecture B: Nonnegative matrices and applications 

Problem set B  Solutions 
Fri Oct 02: 08000945, A1040 
Lecture 7: Constrained Optimization. First Order Conditions. 
[ME] 18.1  18.7, (12.3  12.5), 21.1 
Problem set 7  Solutions 
Mon Oct 05: 17001945, A1040 
Plenary Session 2: Problems from Lecture 46 + Midterm exam 10/2018 
Key Pb 6.3a,6.4be [WB] 4.3b, 4.11, 5.7, 5.13, 5.14, 6.4, 6.5 Midterm Exam 01/2018 Q5, 10/2018 Q8 
Fri Oct 09: 08000945, A1040 
Lecture 8: Constrained Optimization. Second Order Conditions. 
[ME] 19.1, (19.4) 
Problem set 8  Solutions 
Fri Oct 16: 08000945, A1040 
Lecture 9: Envelope Theorems. 
[ME] 19.2  19.3, (19.4  19.6) 
Problem set 9  Solutions 
Oct 19  Oct 26 
Midterm exam  Solution 
Home exam (with programming in python) 
Fri Oct 23: 08000945, A1040 
Lecture 10: First order differential equations. 
[ME] 24.1  24.2, (24.4  24.6) Alternative: [E] 9.19.7 
Problem set 10  Solutions 
Mon Oct 26: 17001945, A1040 
Plenary Session 3: Problems from Lecture 79 
Key problems 7.3b, 7.4, 8.1b, 8.2d, 8.3b, 9.2, 9.3a [WB] 7.9, 8.7, 8.1213 Final Exam 2018/11 34 
Fri Oct 30: 08000945, C1060 
Lecture 11: Stability. Second order differential equations. 
[ME] 24.1  24.3, (24.4  24.6) Alternative: [E] 9.89.10 
Problem set 11  Solutions 
Thu Nov 05: 13001445, B2040 
Lecture C: Optimal control theory. Portfolio optimization. 
Notes on optimal portfolio theory 
Problem set C  Solutions 
Fri Nov 06: 08000945, A1040 
Lecture 12: Systems of differential equations and difference equations. 
[ME] 23.2 
Problem set 12  Solutions 
Fri Nov 13 
Lecture 13: Final exam 11/2019. 


Thu Nov 19 
Plenary Session 4: Problems from Lecture 1012 
Key problems 10.4c, 11.1c, 12.3 [E] 9.14, 9.18 [WB] 10.8cd, 11.8, 12.7 
Fri Nov 20 
Lecture 14: Review of important topics for the final exam. 




Information about the exam  Notes from Zoom 
Mon Jan 18: 09001200 
Final exam 18/01/2021  Solutions 
Home exam, grade pass/fail 
