Linear algebra review materials
Below are some materials that I can recommend for self-study and / or review based on the MIT open courseware linear algebra series. The corresponding textbook, Strang’s Introduction to Linear Algebra, is also good, but is unfortunately not available for free online, and there are only a few hard copies available in the library.
Not all the material in the MIT linear algebra is necessary for 151A. Based mostly on the titles, here are the sections of the reading that I recommend for 151A:
Absolutely necessary: Sections 3, 6, 10, 14
Important: Sections 7, 15, 16, 10 (video 9), 11 (video 9)
Very useful: Sections 17, 21, 27 (video 25), 28 (video 25), 33 (video 30)
Note that the numbers in the recommended reading don’t seem to line up with the videos, particularly later in the course. Where it seems the two diverge, I’ve tried to guess which video goes with the corresponding reading.
As is always the case with math, reading and listening is no substitute for doing.
Actually working through practice problems is the key to making linear algebra second nature!
So if you have a choice between, say, practicing doing some matrix multiplication yourself and watching another video on the singular value decomposition, I’d recommend the former until you’re very comfortable with the basics.
A former student also recommends this course, particularly lectures 1–4. They write: “I found their explanation extremely helpful and I think many future students taking STAT254 would greatly benefit from listening to at least the first four lectures of the series (there are 8 lectures total) as preparation for the course. I strongly believe any student who has not directly studied matrix calculus before (but has taken LinAlg & Multivariable Calc) will have significantly more success in the course if they take the time to listen to the material here. I can’t recommend it enough. I hope this helps future ML students who were in similar shoes to my own!”