The course
Lectures
Six parts. Each lecture pairs a slide deck with a written article, hand-drawn diagrams, and the same computation in four frameworks. Work in order. Every lecture leans on the ones before it.
Part IFoundations
- 0000How Machines Learn
Computing spent decades following exact recipes. Learning began when we replaced the recipe with a search, and the search runs on arrays of numbers.
- 0101Vectors & Dimensions
What a dimension is, how vectors combine, and why the equation Ax = b runs through the whole course.
- 0202Matrices as Transformations
A matrix is a machine that moves every point of space at once. Its columns say everything about it, and some machines destroy information.
- 0303The Shapes of Data
Every array carries a list of axes. Learning to read that list, and to say which axis should disappear, is most of what writing numerical code is.
Part IISolving Ax = b
- 0404Elimination
The algorithm inside every solver. Turn a system into a staircase, read the answer from the bottom up, and discover that every step you took was a matrix.
- 0505The Algebra of Matrices
Four readings of AB on one small example, why order matters and grouping does not, and what it takes to undo a matrix at all.
- 0606Factorizations: A = CR and A = LU
Split a matrix into simpler matrices and it starts talking: how many independent columns it really has, and exactly what elimination did to it.
Part IIIVector Spaces
- 0707Vector Spaces & Subspaces
Adding and scaling are the only two moves. Any place where they behave is a vector space, and the columns of a matrix build one of the most useful ones.
- 7.57.5The Null Space
Add two solutions of Ax = 0 and you get another solution. Add two solutions of Ax = b and you do not. That gap is what makes one of them a subspace, and elimination hands you a basis for it.
- 0808The Complete Solution & Rank
One anchor plus the whole null space. Whether b fits at all, and how a single number, the rank, tells you how many answers to expect before you compute one.
- 0909The Four Subspaces & the Rank Theorem
One small matrix, four subspaces, four bases read straight off a single elimination, and the reason row rank always equals column rank.
Part IVOrthogonality
- 1010Orthogonality of the Four Subspaces
Row space and null space meet at a right angle, and so does the other pair. Nothing perpendicular is missing, every reachable b comes from exactly one x, and that is where the pseudoinverse comes from.
- 1111Projections
When the target is out of reach, the best you can do is its shadow. The projection formula, the projection matrix, and why the miss is always perpendicular.
- 1212Least Squares & Linear Regression
No line goes through all the data. Least squares picks the one that misses by the least, and it is the projection from the last chapter wearing different clothes.
- 1313Orthonormal Bases, Gram-Schmidt & QR
Perpendicular unit columns make every formula in this course cheaper. How to build them from any basis, and the factorization that records the work.
Part VDeterminants & Eigenvalues
- 1414Determinants
One number says how much a matrix inflates or flattens space. Every rule, every formula, and every use of the determinant comes out of that.
- 1515Eigenvalues & Positive Definite Matrices
Almost every direction gets turned when a matrix acts. A few survive and only stretch. Those directions run the long run, and their stretch factors shape every loss surface you will ever descend.
Part VIThe Missing Third
- planned16The Singular Value Decomposition
Every matrix, rewritten as rotate, stretch, rotate. The most useful factorization in applied mathematics.
- planned17SVD Geometry & the Pseudoinverse
What the SVD looks like, and the best possible inverse for any matrix at all.
- planned18Low-Rank Approximation & PCA
Keep the top singular values, drop the rest. Compression, Eckart-Young, and principal components.
- planned19Complex Numbers & Complex Eigenvalues
Rotation has no real eigenvectors. Complex numbers fix that, and unlock the Fourier world.
- planned20Unitary Matrices & the Fourier Basis
The complex versions of orthogonal and symmetric, and the most famous basis in engineering.
- planned21Circulants, Convolution & the DFT
Why convolution becomes multiplication, and what that has to do with convolutional networks.
- planned22Capstone: The Course in One Pass
Every factorization, every subspace, one review that ties the course together.