Mô tả

You need to learn linear algebra!

Linear algebra is perhaps the most important branch of mathematics for computational sciences, including machine learning, AI, data science, statistics, simulations, computer graphics, multivariate analyses, matrix decompositions, signal processing, and so on.

You need to know applied linear algebra, not just abstract linear algebra!

The way linear algebra is presented in 30-year-old textbooks is different from how professionals use linear algebra in computers to solve real-world applications in machine learning, data science, statistics, and signal processing. For example, the "determinant" of a matrix is important for linear algebra theory, but should you actually use the determinant in practical applications? The answer may surprise you, and it's in this course!

If you are interested in learning the mathematical concepts linear algebra and matrix analysis, but also want to apply those concepts to data analyses on computers (e.g., statistics or signal processing), then this course is for you! You'll see all the maths concepts implemented in MATLAB and in Python.

Unique aspects of this course

  • Clear and comprehensible explanations of concepts and theories in linear algebra.

  • Several distinct explanations of the same ideas, which is a proven technique for learning.

  • Visualization using graphs, numbers, and spaces that strengthens the geometric intuition of linear algebra.

  • Implementations in MATLAB and Python. Com'on, in the real world, you never solve math problems by hand! You need to know how to implement math in software!

  • Beginning to intermediate topics, including vectors, matrix multiplications, least-squares projections, eigendecomposition, and singular-value decomposition.

  • Strong focus on modern applications-oriented aspects of linear algebra and matrix analysis.

  • Intuitive visual explanations of diagonalization, eigenvalues and eigenvectors, and singular value decomposition.

  • Improve your coding skills! You do need to have a little bit of coding experience for this course (I do not teach elementary Python or MATLAB), but you will definitely improve your scientific and data analysis programming skills in this course. Everything is explained in MATLAB and in Python (mostly using numpy and matplotlib; also sympy and scipy and some other relevant toolboxes).

Benefits of learning linear algebra

  • Understand statistics including least-squares, regression, and multivariate analyses.

  • Improve mathematical simulations in engineering, computational biology, finance, and physics.

  • Understand data compression and dimension-reduction (PCA, SVD, eigendecomposition).

  • Understand the math underlying machine learning and linear classification algorithms.

  • Deeper knowledge of signal processing methods, particularly filtering and multivariate subspace methods.

  • Explore the link between linear algebra, matrices, and geometry.

  • Gain more experience implementing math and understanding machine-learning concepts in Python and MATLAB.

  • Linear algebra is a prerequisite of machine learning and artificial intelligence (A.I.).

Why I am qualified to teach this course:

I have been using linear algebra extensively in my research and teaching (in MATLAB and Python) for many years. I have written several textbooks about data analysis, programming, and statistics, that rely extensively on concepts in linear algebra. 

So what are you waiting for??

Watch the course introductory video and free sample videos to learn more about the contents of this course and about my teaching style. If you are unsure if this course is right for you and want to learn more, feel free to contact with me questions before you sign up.

I hope to see you soon in the course!

Mike


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16 sections

Introductions

5 lectures
What is linear algebra?
08:03
Linear algebra applications
05:57
An enticing start to a linear algebra course!
12:01
How best to learn from this course
03:59
Maximizing your Udemy experience
07:57

Get the course materials

1 lectures
How to download and use course materials
08:34

Vectors

29 lectures
Algebraic and geometric interpretations of vectors
12:45
Vector addition and subtraction
08:26
Vector-scalar multiplication
09:07
Vector-vector multiplication: the dot product
10:11
Dot product properties: associative, distributive, commutative
18:55
Code challenge: dot products with matrix columns
08:17
Code challenge: is the dot product commutative?
09:28
Vector length
06:42
Vector length in MATLAB
1 question
Vector length in Python
1 question
Dot product geometry: sign and orthogonality
23:38
Vector orthogonality
1 question
Code challenge: Cauchy-Schwarz inequality
17:34
Relative vector angles
1 question
Code challenge: dot product sign and scalar multiplication
12:05
Vector Hadamard multiplication
03:43
Outer product
10:17
Vector cross product
09:05
Vectors with complex numbers
08:17
Hermitian transpose (a.k.a. conjugate transpose)
16:21
Interpreting and creating unit vectors
07:58
Code challenge: dot products with unit vectors
13:33
Dimensions and fields in linear algebra
07:54
Subspaces
15:50
Subspaces vs. subsets
05:47
Span
13:29
In the span?
1 question
Linear independence
15:34
Basis
11:51

Introduction to matrices

13 lectures
Matrix terminology and dimensionality
08:14
Matrix sizes and dimensionality
1 question
A zoo of matrices
17:19
Can the matrices be concatenated?
1 question
Matrix addition and subtraction
08:28
Matrix-scalar multiplication
02:33
Code challenge: is matrix-scalar multiplication a linear operation?
07:28
Transpose
10:24
Complex matrices
01:51
Addition, equality, and transpose
1 question
Diagonal and trace
09:07
Code challenge: linearity of trace
09:37
Broadcasting matrix arithmetic
14:13

Matrix multiplications

23 lectures
Introduction to standard matrix multiplication
10:27
Four ways to think about matrix multiplication
11:55
Code challenge: matrix multiplication by layering
09:45
Matrix multiplication with a diagonal matrix
03:42
Order-of-operations on matrices
08:15
Matrix-vector multiplication
16:43
Find the missing value!
1 question
2D transformation matrices
15:32
Code challenge: Pure and impure rotation matrices
12:38
Code challenge: Geometric transformations via matrix multiplications
15:58
Additive and multiplicative matrix identities
06:19
Additive and multiplicative symmetric matrices
15:16
Hadamard (element-wise) multiplication
05:00
Matrix operation equality
1 question
Code challenge: symmetry of combined symmetric matrices
12:03
Multiplication of two symmetric matrices
13:21
Code challenge: standard and Hadamard multiplication for diagonal matrices
06:27
Code challenge: Fourier transform via matrix multiplication!
11:20
Frobenius dot product
11:16
Matrix norms
18:11
Code challenge: conditions for self-adjoint
11:52
Code challenge: The matrix asymmetry index
29:02
What about matrix division?
04:24

Matrix rank

12 lectures
Rank: concepts, terms, and applications
10:50
Maximum possible rank.
1 question
Computing rank: theory and practice
23:00
Rank of added and multiplied matrices
11:46
What's the maximum possible rank?
1 question
Code challenge: reduced-rank matrix via multiplication
10:38
Code challenge: scalar multiplication and rank
12:10
Rank of A^TA and AA^T
10:41
Code challenge: rank of multiplied and summed matrices
07:06
Making a matrix full-rank by "shifting"
14:12
Code challenge: is this vector in the span of this set?
11:46
Course tangent: self-accountability in online learning
03:03

Matrix spaces

8 lectures
Column space of a matrix
13:29
Column space, visualized in code
06:35
Row space of a matrix
04:25
Null space and left null space of a matrix
14:39
Column/left-null and row/null spaces are orthogonal
10:47
Dimensions of column/row/null spaces
08:10
Example of the four subspaces
11:09
More on Ax=b and Ax=0
07:52

Solving systems of equations

7 lectures
Systems of equations: algebra and geometry
19:39
Converting systems of equations to matrix equations
04:23
Gaussian elimination
14:42
Echelon form and pivots
07:21
Reduced row echelon form
18:29
Code challenge: RREF of matrices with different sizes and ranks
12:16
Matrix spaces after row reduction
09:23

Matrix determinant

8 lectures
Determinant: concept and applications
05:59
Determinant of a 2x2 matrix
07:03
Code challenge: determinant of small and large singular matrices
11:07
Determinant of a 3x3 matrix
13:13
Code challenge: large matrices with row exchanges
06:32
Find matrix values for a given determinant
04:51
Code challenge: determinant of shifted matrices
18:27
Code challenge: determinant of matrix product
10:37

Matrix inverse

13 lectures
Matrix inverse: Concept and applications
12:40
Computing the inverse in code
06:31
Inverse of a 2x2 matrix
07:55
The MCA algorithm to compute the inverse
13:58
Code challenge: Implement the MCA algorithm!!
18:39
Computing the inverse via row reduction
16:40
Code challenge: inverse of a diagonal matrix
10:50
Left inverse and right inverse
10:14
One-sided inverses in code
12:40
Proof: the inverse is unique
03:16
Pseudo-inverse, part 1
11:34
Code challenge: pseudoinverse of invertible matrices
06:02
Why should you avoid the inverse?
00:14

Projections and orthogonalization

12 lectures
Projections in R^2
09:59
Projections in R^N
15:24
Orthogonal and parallel vector components
12:38
Code challenge: decompose vector to orthogonal components
16:40
Orthogonal matrices
12:02
Gram-Schmidt procedure
12:43
QR decomposition
20:59
Code challenge: Gram-Schmidt algorithm
20:35
Matrix inverse via QR decomposition
01:45
Code challenge: Inverse via QR
14:19
Code challenge: Prove and demonstrate the Sherman-Morrison inverse
17:26
Code challenge: A^TA = R^TR
06:00

Least-squares for model-fitting in statistics

8 lectures
Introduction to least-squares
13:12
Least-squares via left inverse
10:07
Least-squares via orthogonal projection
09:18
Least-squares via row-reduction
18:20
Model-predicted values and residuals
06:59
Least-squares application 1
18:46
Least-squares application 2
29:40
Code challenge: Least-squares via QR decomposition
10:10

Eigendecomposition

19 lectures
What are eigenvalues and eigenvectors?
12:52
Finding eigenvalues
20:43
Shortcut for eigenvalues of a 2x2 matrix
02:53
Code challenge: eigenvalues of diagonal and triangular matrices
14:24
Code challenge: eigenvalues of random matrices
11:04
Finding eigenvectors
15:56
Eigendecomposition by hand: two examples
09:27
Diagonalization
15:46
Matrix powers via diagonalization
20:36
Code challenge: eigendecomposition of matrix differences
18:14
Eigenvectors of distinct eigenvalues
08:14
Eigenvectors of repeated eigenvalues
12:15
Eigendecomposition of symmetric matrices
14:03
Eigenlayers of a matrix
07:19
Code challenge: reconstruct a matrix from eigenlayers
20:10
Eigendecomposition of singular matrices
04:36
Code challenge: trace and determinant, eigenvalues sum and product
10:56
Generalized eigendecomposition
12:30
Code challenge: GED in small and large matrices
21:09

Singular value decomposition

16 lectures
Singular value decomposition (SVD)
18:40
Are these two expressions equal?
1 question
Code challenge: SVD vs. eigendecomposition for square symmetric matrices
24:31
Relation between singular values and eigenvalues
13:03
Code challenge: U from eigendecomposition of A^TA
18:23
SVD and the four subspaces
07:34
Spectral theory of matrices
21:56
SVD for low-rank approximations
16:42
Convert singular values to percent variance
15:25
Code challenge: When is UV^T valid, what is its norm, and is it orthogonal?
12:03
Singular values of an orthogonal matrix
1 question
SVD, matrix inverse, and pseudoinverse
13:29
SVD, (pseudo)inverse, and left-inverse
07:48
Condition number of a matrix
12:47
Code challenge: Create matrix with desired condition number
15:08
Code challenge: Why you avoid the inverse
13:50

Quadratic form and definiteness

10 lectures
The quadratic form in algebra
15:26
The quadratic form in geometry
15:35
The normalized quadratic form
06:35
Code challenge: Visualize the normalized quadratic form
16:20
Eigenvectors and the quadratic form surface
06:17
Application of the normalized quadratic form: PCA
29:00
Quadratic form of generalized eigendecomposition
17:33
Matrix definiteness, geometry, and eigenvalues
12:54
Proof: A^TA is always positive (semi)definite
06:51
Proof: Eigenvalues and matrix definiteness
07:15

Bonus section

1 lectures
Bonus lecture
01:03

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