Linear Algebra Roadmap
Linear Algebra Roadmap
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Plan:
1. Concepts:
- Definition of inner product, norm, and orthogonality.
- Examples of inner product spaces.
- Cauchy-Schwarz inequality and triangle inequality.
2. Tasks:
- Solve selected problems from Poole and Lay (odd-numbered
problems first).
- Understand the geometric interpretation of orthogonality.
Resources:
- Khan Academy: Inner Product Spaces
- Linear Algebra Playlist by Gilbert Strang (YouTube).
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Plan:
1. Concepts:
- Orthogonal and orthonormal sets.
- Properties of orthogonal sets and their connection to linear
independence.
2. Tasks:
- Derive properties of orthogonal matrices.
- Solve all even-numbered problems.
Resources:
- 3Blue1Brown: Essence of Linear Algebra.
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2. Tasks:
- Practice problems involving projections onto subspaces.
- Derive the orthogonal decomposition theorem.
Resources:
- Linear Algebra Done Right by Sheldon Axler (for proofs).
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Plan:
1. Concepts:
- Step-by-step Gram-Schmidt process.
- Transition from Gram-Schmidt to QR decomposition.
2. Tasks:
- Work through examples by hand.
- Solve exercises for understanding QR decomposition.
Resources:
- MIT OpenCourseWare: Gram-Schmidt Process.
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Plan:
1. Concepts:
- Definitions and matrix representations of transformations.
- Understand kernel and range.
2. Tasks:
- Solve problems on finding the kernel and range.
- Focus on examples from Lay's book.
Resources:
- Paul's Online Math Notes: Linear Transformations.
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Plan:
1. Concepts:
- Pseudo-inverse and its applications.
- Projection of b on the column space of A.
2. Tasks:
- Derive and solve a least-squares problem manually.
Resources:
- Gilbert Strang's lectures (YouTube).
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Plan:
1. Concepts:
- Connection between linear algebra and statistical models.
- Applications in real-world data fitting.
2. Tasks:
- Practice exercises from Lay.
Resources:
- "Data Science for Linear Algebra" articles or tutorials.
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Plan:
1. Concepts:
- Eigenvalues and eigenvectors.
- Spectral theorem for symmetric matrices.
2. Tasks:
- Solve diagonalization problems.
- Focus on applications like quadratic forms.
Resources:
- Gilbert Strang's textbook.
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2. Tasks:
- Practice problems and interpret the results geometrically.
Resources:
- Visual Introduction to SVD by Luis Serrano (YouTube).
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Plan:
1. Review Concepts:
- Affine geometry and optimization problems.
2. Tasks:
- Solve selected problems for a final review.
Resources:
- David Lay's companion website for additional exercises.
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General Tips:
1. Practice Daily: Dedicate at least 4 hours daily for solving problems
and revising concepts.
2. Collaborate: Join a study group or use forums like StackExchange
for doubts.
3. Software: Use MATLAB or Python (NumPy) for visualizing
concepts.