New course: Computational Linear Algebra

Rachel Thomas:

I am thrilled to release’s newest free course, Computational Linear Algebra, including an online textbook and a series of videos, and covering applications (using Python) such as how to identify the foreground in a surveillance video, how to categorize documents, the algorithm powering Google’s search, how to reconstruct an image from a CT scan, and more.

Jeremy and I developed this material for a numerical linear algebra course we taught in the University of San Francisco’s Masters of Analytics program, and it is the first ever numerical linear algebra course, to our knowledge, to be completely centered around practical applications and to use cutting edge algorithms and tools, including PyTorch, Numba, and randomized SVD. It also covers foundational numerical linear algebra concepts such as floating point arithmetic, machine epsilon, singular value decomposition, eigen decomposition, and QR decomposition.