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Three Books About the Mathematics of Data

There are plenty of resources on the Internet to learn linear algebra or to get a refresher, including our own tutorial (here). Below are three interesting books found on Amazon. 


Linear Algebra: Step by Step

The strength of the text is in the large number of examples and the step by step explanation of each topic as it is introduced. It is compiled in a way that allows distance learning, with explicit solutions to set problems freely available online. The miscellaneous exercises at the end of each chapter comprise questions from past exam papers from various universities, helping to reinforce the reader’s confidence. Also included, generally at the beginning of sections, are short historical biographies of the leading players in the field of linear algebra to provide context for the topics covered.

The dynamic and engaging style of the book includes frequent question and answer sections to test the reader’s understanding of the methods introduced, rather than requiring rote learning. When first encountered, the subject can appear abstract and students will sometimes struggle to see its relevance; to counter this, the book also contains interviews with key people who use linear algebra in practice, in both professional and academic life. It will appeal to undergraduate students in mathematics, the physical sciences and engineering.

This book is available here

Introduction to Linear Algebra

This new fifth edition has become more than a textbook for the basic linear algebra course. That is its first purpose and always will be. The new chapters about applications of the SVD, probability and statistics, and Principal Component Analysis in finance and genetics, make it also a textbook for a second course, plus a resource at work. Linear algebra has become central in modern applied mathematics. This book supports the value of understanding linear algebra.

Introduction to Linear Algebra, Fifth Edition includes challenge problems to complement the review problems that have been highly praised in previous editions. The basic course is followed by eight applications: differential equations in engineering, graphs and networks, statistics, Fourier methods and the FFT, linear programming, computer graphics, cryptography, Principal Component Analysis, and singular values.

The book is available here

Linear Algebra and Learning from Data

This is a textbook to help readers understand the steps that lead to deep learning. Linear algebra comes first especially singular values, least squares, and matrix factorizations. Often the goal is a low rank approximation A = CR (column-row) to a large matrix of data to see its most important part. This uses the full array of applied linear algebra, including randomization for very large matrices. Then deep learning creates a large-scale optimization problem for the weights solved by gradient descent or better stochastic gradient descent. Finally, the book develops the architectures of fully connected neural nets and of Convolutional Neural Nets (CNNs) to find patterns in data. Audience: This book is for anyone who wants to learn how data is reduced and interpreted by and understand matrix methods. Based on the second linear algebra course taught by Professor Strang, whose lectures on the training data are widely known, it starts from scratch (the four fundamental subspaces) and is fully accessible without the first text.

The book is available here