Introduction
Advanced Linear Algebra in Python
Linear algebra is the backbone of machine learning, scientific computing, and engineering. This course takes you beyond the basics — from orthogonal projections to eigenvalue algorithms — implementing each idea in pure Python from scratch.
You will build:
- QR decomposition via Gram-Schmidt — the numerically stable way to factor any matrix
- LU and Cholesky decompositions — the workhorses of direct linear solvers
- Power iteration and deflation — extracting eigenvalues one by one
- The pseudoinverse — solving underdetermined and overdetermined systems
- PCA — finding the directions of maximum variance in data
- The matrix exponential — bridging linear algebra and differential equations
- Conjugate Gradient — the iterative solver behind large-scale machine learning
All implementations use only Python's standard math module — no NumPy, no shortcuts. When you finish, you will understand exactly what those library functions do under the hood.