Linear algebra

Cosmin Negruseri
15 iunie 2017

Linear algebra is very useful in engineering. Usually in school is taught as a dry subject. The problems seem to be solved by mechanically following some rules without much intuition behind them.

I've watched a short course on youtube that has good insights about geometrical intuition behind linear algebra concepts. I highly recommend it.

Essence of linear algebra

Thanks Catalin Tiseanu for suggesting it.

For a Machine Learning view of Linear Algebra you can go through chapter 2 of the Deep Learning Book available online
Deep Learning, Chapter 2: Linear Algebra

If you want to get a bit deeper, Gilbert Strang has great Linear Algebra course taught MIT is on youtube. He explains things very clearly and with a lot of simple example. I highly recommend his course as well.
Gilbert Strang MIT Linear Algebra Video Lectures
You may want to play it at 1.5 or 2x speed though :).

There are lots of applications of linear algebra:
- Pagerank, the algorithm behind Google's success is based on eigen values and eigen vectors
- The winning entry in the Netflix Prize was based on Singular Value Decomposition
- 3D games use matrix multiplications for computing rotations, translations, shearing transforms
- in machine learning figuring out if your data is well conditioned for Stochastic Gradient Descent corresponds to having a small ratio between the min and max eigen value of the hessian matrix
- and of course they are sometime used in coding contest competitions :)