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I'm considering taking the advanced linear algebra course for the summer. I have college level linear algebra knowledge and my current career goal is to be a quant developer after graduating from my applied math master. If not taking the course, the time could be invested on C++ and Monte Carlo simulation by self studying. So, is this advanced linear algebra worth taking???Course Description:QuoteOrthogonal and unitary groups, spectral theorem; infinite dimensional vector spaces; Jordan and rational canonical forms and applications.The main goal of this course is to understand canonical forms of matrices and linear transformations and their applications, e.g., diagonal and Jordan conconical forms. The approach in this course is to study the effects of the linear transformations and linear transformations associated with matrices on vectors and subspaces of a given vector space. Only special matrices and linear transformations can be diagonalized. The most important of these are normal matrices/operators on an inner product space, and the spectral theorem gurantees their diagonalizability. All finite complex square matrices and linear transformations on a complex finite dimensional space have Jordan canonical forms. Topics of the courses are included in chapters 5, 6 and 7 of the textbook: Eigenvalues and Eigenvectors, Diagonalizability, Invariant Subspaces and the Cayley-Hamilton Theorem, Inner Products spaces, The Gram-Schmidt Orthogonalization Process and Orthogonal Complements, The Adjoint of a Linear Operator, Normal and Self-Adjoint Operators, Unitary and Orthogonal Operators and Their Matrices, Orthogonal Projections and the Spectral Theorem, Jordan Canonical Form and its Computation. The Minimal Polynomial

Definitely worth a summer. Every quant shouldknow the spectral theorem and how to interpret, where A is a matrix regards,

Out of curiosity - which textbook are you going to use?

QuoteOriginally posted by: TGNOut of curiosity - which textbook are you going to use?For this type of class my school of higher learning used to use Gilbert Strang's "Linear Algebra and Its Applications" but for some reason they have switched to "Applied Linear Algebra" by Peter J. Olver, Cheri Shakiban

We're using the Linear Algebra(4th ed), by Stephen H. Friedberg, Arnold J. Insel Lawrence E. SpenceSo, it's a high value class? I saw people are always talking about PDE and stochastic caculus. Nobody seems to care about this at all. ???

QuoteOriginally posted by: commonweal I saw people are always talking about PDE and stochastic caculus. Nobody seems to care about this at all. ???All the PDEs in finance are evolution equations of the form,where A is a linear operator. The formal solution isAll the intuition about what this means comes from the discrete case,where A is a matrix. See my previous comment.

expSee also article "19 dubious ways to compute"