Linear algebra

The language of data science, machine learning, and signal processing.

Regression, PCA, neural networks, source separation: almost every method in modern data analysis is linear algebra underneath. I've written two books and a 30-hour course on it, each with a different emphasis. Pick the one that matches how you like to learn, and use the others as companions.

Choose your starting point

Different ways into the same material. Any one of them is a complete start.

If you like proofs and intuition

Linear Algebra: Theory, Intuition, Code

Book · paperback and PDF · Spanish edition

Strong focus on proofs, with coding and applications.

If you want to code and apply it

Practical Linear Algebra for Data Science

Book · O'Reilly · Python · Korean edition

Strong focus on coding and applications, with proofs.

If you learn best from video

Linear algebra: theory and code

Course · Udemy · 30+ hours

Vectors, matrix multiplication, least-squares projections, eigendecomposition, and singular value decomposition, explained clearly and implemented in code.

Everything on linear algebra

Courses, books, code, and free material in one list.

Course

Linear algebra: theory and code

Course · Udemy · 30+ hours

Vectors, matrix multiplication, least-squares projections, eigendecomposition, and singular value decomposition, explained clearly and implemented in code.

Book

Practical Linear Algebra for Data Science

Book · O'Reilly · Python · Korean edition

Strong focus on coding and applications, with proofs.

Free video

Linear algebra exercise solutions on video

YouTube playlist · free

Video walkthroughs of the exercises in Practical Linear Algebra for Data Science.

Course

PCA and multivariate signal processing

Course · Udemy · 17 hours · MATLAB

Theory and implementation of dimension-reduction and source-separation methods for multivariate data, with sample data and a 3-hour linear algebra crash course.

In progress

Linear algebra and hidden spaces

New book · in progress

PCA, generalized eigendecomposition, ICA, factor analysis, hidden Markov models, and linear dynamical systems, with projects on real data.

Where linear algebra fits