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Linear Algebra resouces for engineers

Cosmin
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

I recently attended a Q&A session about this chapter and deep learning in general given by Yaroslav Bulatov (Open Ai, previously Google Street View). It's pretty good both for beginners and more advanced people.
Yaroslav Bulatov (OpenAi) Q&A Deep Learning Book, Chapter 2: Linear Algebra

If you want get a better base of knowledge, Gilbert Strang's Linear Algebra course taught MIT is on youtube. He explains things very clearly and with a lot of simple examples. 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 :).

If you just want some visual intuition behind eigen values and eigen vectors there's a very good blog post:
Eigen Vectors and Eigen Values explained visually
where the authors have some dynamic visualizations so you can move things around and observe the effects.

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 :)

Have fun!

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