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21-256 Multivariate Analysis Fall or Spring: 9 units Matrix algebra: vectors, matrices, systems of equations, dot product, cross product, lines and planes. Optimization: partial derivatives, the chain rule, gradient, unconstrained optimization, constrained optimization (Lagrange multipliers and the Kuhn-Tucker Theorem). Improper integrals. Multiple integration: iterated integrals, probability applications, triple integrals, change of variables. 3 hours lecture, 1 hours recitation. Prerequisite: 21-112 or 21-120. This course is designed for students in Economics or Business Administration. |