Mathematics of Electrical Engineering
Linear algebra and probability are fundamental to many areas of study in electrical engineering. This class provides the mathematical foundations of these topics with a view to their utility to electrical engineers. Topics include vector spaces, matrices and linear transformations, the singular value decomposition, elementary probability and random variables, common distributions that arise in electrical engineering, and data-fitting. Connections to signal processing, systems, communications, optimization, and machine learning are highlighted.
The online version of the Caltech Catalog is provided as a convenience; however, the printed version is the only authoritative source of information about course offerings, option requirements, graduation requirements, and other important topics.