21-256 Multivariate Analysis

9 units, Carnegie Mellon University

This course is designed for students in Economics or Business Administration. 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. (Three 50 minute lectures, one 50 minute recitation)

Prerequisites: 21-120 or 21-112

Offered: Spring 2027, Fall 2026, Spring 2026, Fall 2025

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