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Applied Linear Algebra
Vectors
Problem Set 1: Vectors
Matrices
Problem Set 2: Matrix Arithmetic
Linear Systems and Gaussian Elimination
Problem Set 3: Gaussian Elimination and
\(A=LU\)
Computation
Optional: Faster Matrix Multiplication
The Matrix Inverse
Problem Set 4:
\(A=LU\)
and Computation
Ordinary Least Squares and Linear Regression
Projection and
\(A=QR\)
Problem Set 5: Projections and
\(A=QR\)
Vector Spaces
Problem Set 6: Vector Spaces and Bases
Introduction to Eigenvalues and Eigenvectors
Problem Set 7: Eigenvalues and Eigenvectors of
\(2\times2\)
Matrices
Approximating Eigenvalues and Eigenvectors 1 - Power Iteration
Problem Set 8: Power Iteration
Approximating Eigenvectors and Eigenvalues 2: The
\(QR\)
Algorithm
Problem Set 9: PCA and the QR Algorithm
The Singular Value Decomposition
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