线性代数导论35——线性代数全总结

本文是Gilbert Strang的线性代数导论课程笔记。课程地址: http://v.163.com/special/opencourse/daishu.html  
第三十五课时:线性代数全总结
本节是Gilbert Strang主讲的线性代数导论最后一讲,我想我会想念这位伟大的教授的!

任何科学都离不开数学,对计算机科学尤其如此,数据挖掘,机器学习都要以线性代数为基础,当然仅掌握线性代数是不足够的。就我目前菜鸟经历来看,线代中特征值特征向量,奇异值分解,投影矩阵与最小二乘,快速傅里叶变换和小波变换等都对数据挖掘中某些应用的理解与运用起到关键性作用。因此,花这么多时间来学习Gilbert Strang教授的视频我认为还是很值得的。当然,如果你的英语很牛逼,那直接看教授的书就好了,那样效率更高。 下载Gilbert Strang教授的教科书请点击此链接
记得课程的27和28集下载后不能看,教大家使用NetVedioHunter就能下载观看了,还不行的留言吧。

另外,Gilbert Strang的传道授业精神值得每一位老师学习!
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This book is meant to provide an introduction to vectors, matrices, and least squares methods, basic topics in applied linear algebra. Our goal is to give the beginning student, with little or no prior exposure to linear algebra, a good grounding in the basic ideas, as well as an appreciation for how they are used in many applications, including data tting, machine learning and articial intelligence, tomography, navigation, image processing, nance, and automatic control systems. The background required of the reader is familiarity with basic mathematical notation. We use calculus in just a few places, but it does not play a critical role and is not a strict prerequisite. Even though the book covers many topics that are traditionally taught as part of probability and statistics, such as tting mathematical models to data, no knowledge of or background in probability and statistics is needed. The book covers less mathematics than a typical text on applied linear algebra. We use only one theoretical concept from linear algebra, linear independence, and only one computational tool, the QR factorization; our approach to most applications relies on only one method, least squares (or some extension). In this sense we aim for intellectual economy: With just a few basic mathematical ideas, concepts, and methods, we cover many applications. The mathematics we do present, however, is complete, in that we carefully justify every mathematical statement. In contrast to most introductory linear algebra texts, however, we describe many applications, including some that are typically considered advanced topics, like document classication, control, state estimation, and portfolio optimization. The book does not require any knowledge of computer programming, and can be used as a conventional textbook, by reading the chapters and working the exercises that do not involve numerical computation. This approach however misses out on one of the most compelling reasons to learn the material:

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