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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

Part IISolving Ax = b

Part IIIVector Spaces

Part IVOrthogonality

Part VDeterminants & Eigenvalues

Part VIThe Missing Third

  • The Singular Value Decomposition

    Every matrix, rewritten as rotate, stretch, rotate. The most useful factorization in applied mathematics.

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  • SVD Geometry & the Pseudoinverse

    What the SVD looks like, and the best possible inverse for any matrix at all.

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  • Low-Rank Approximation & PCA

    Keep the top singular values, drop the rest. Compression, Eckart-Young, and principal components.

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  • Complex Numbers & Complex Eigenvalues

    Rotation has no real eigenvectors. Complex numbers fix that, and unlock the Fourier world.

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  • Unitary Matrices & the Fourier Basis

    The complex versions of orthogonal and symmetric, and the most famous basis in engineering.

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  • Circulants, Convolution & the DFT

    Why convolution becomes multiplication, and what that has to do with convolutional networks.

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  • Capstone: The Course in One Pass

    Every factorization, every subspace, one review that ties the course together.

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