Linear Algebra

I agree with the postulate that Linear Algebra has a certain allure to it that calculus never captivated in me. Dr. Gilbert Strang in his book, ” Linear Algebra and it’s applications” says that many more people do in fact need linear algebra than calculus, which would rightly have pissed off Newton..

In the fall semester of 2016, I took a course in masters level linear algebra following the text by David Lay. I had already self taught myself the basic concepts but wanted a more deeper and abstract understanding of the subject.

At first I was pretty disappointed because as the course progressed, although my concepts became more grounded, my brain was not being challenged. By the end of the course I had mastered the fundamentals and finished 5th out of 250 in the course with minimal effort. By then end, I had gained an intuitive understanding of vector spaces, eigenspaces, linear independence, rank, basis, span, orthogonality and quadratic polynomials.

This is a subject I feel requires years of dedicated study to understand it all. With that in mind, I decided to take the advanced graduate level numerical optimization course taught by Prof Tom Goldstein(PhD, UCLA). It goes over linear programming, convex optimization and gradient descents. This course stretches the boundaries of linear algebra and enters into the non-linear realm and I can’t wait to explore this course.

My next entry will summarize what I learned in Optimization


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