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Linear algebra

Resources

Computational implementation

Julia

MATLAB

Textbooks

Visual connections

Vectors and matrices

Vectors

\[\begin{equation*} x = (x_1, x_2, \ldots, x_n) \end{equation*}\]

Matrices

\[\begin{equation*} A = \begin{bmatrix} a_{11} & a_{12} & \cdots & a_{1k} \\ a_{21} & a_{22} & \cdots & a_{2k} \\ \vdots & \vdots & & \vdots \\ a_{n1} & a_{11} & \cdots & a_{nk} \\ \end{bmatrix} \end{equation*}\]

Vector spaces

TBD

A vector space over a field \(\mathbb{F}\) is a set \(V\) along with two operations:

  1. \(+: V \times V \to V\) (vector addition)
  2. \(\cdot: \mathbb{F} \times V \to V\) (scalar multiplication)

that satisfies the following properties:

  1. TBD

We call the elements of \(V\) vectors and the elements of \(\mathbb{F}\) scalars.

Dimensions

TBD

Bases

TBD

Rank, inverse, and determinant

TBD

Orthogonality

Eigenvalues and eigenvectors

TBD

Factorizations

SVD

\[\begin{equation} A = U \Sigma V^\top \end{equation}\]

Definite matrices

Matrix inequalities

TBD

Matrix stacking

Kronecker product

TBD

Vec-operator

TBD