This accessible yet rigorous textbook introduces the fundamentals of linear algebra in the context of real-world data science applications. Including the latest developments in the field, clear and detailed mathematical explanations. and extensive examples, it offers a comprehensive and approachable introduction to the subject, focusing on the foundations of the singular value decomposition and its many uses. Key topics include matrix subspaces, reduced-rank matrix approximation, angles between subspaces, averaging subspaces, spectral embedding algorithms including Laplacian eigenmaps and multidimensional scaling, the K-SVD dictionary learning algorithm, and the generalized singular value decomposition. The text takes a practical approach, featuring real-world application examples and more than 600 end-of-chapter exercises. Accompanying online resources include a solutions manual for instructors, data sets, and MATLAB and Python code for implementing algorithms in the text.
Michael Kirby is a professor in the Departments of Mathematics and Computer Science and the founding director of the Data Science Research Institute at Colorado State University (CSU). He was also an Alexander von Humboldt Fellow at the Institute for Information Processing, Tuebingen, Germany and an IBM Faculty Fellow. His research focuses on geometric data analysis and data driven scientific discovery.
Preface; 1. Basic operations; 2. Solving linear systems; 3. Vector spaces; 4. Matrix subspaces; 5. The basis; 6. Geometric structure; 7. Data fitting; 8. Determinants; 9. Spectral theory; 10. The singular value decomposition; 11. Spectral embedding algorithms; 12. Subspace geometry; 13. The generalized singular value decomposition; 14. Sparse dictionary learning; 15. Discrete wavelet and Fourier transforms; 16. Optimization; 17. Linear transformations; 18. The pseudoinverse; Appendices; Bibliography; Index.
This accessible yet rigorous textbook introduces the fundamentals of linear algebra in the context of real-world data science applications. Including the latest developments in the field, clear and detailed mathematical explanations. and extensive examples, it offers a comprehensive and approachable introduction to the subject, focusing on the foundations of the singular value decomposition and its many uses. Key topics include matrix subspaces, reduced-rank matrix approximation, angles between subspaces, averaging subspaces, spectral embedding algorithms including Laplacian eigenmaps and multidimensional scaling, the K-SVD dictionary learning algorithm, and the generalized singular value decomposition. The text takes a practical approach, featuring real-world application examples and more than 600 end-of-chapter exercises. Accompanying online resources include a solutions manual for instructors, data sets, and MATLAB and Python code for implementing algorithms in the text.
Michael Kirby is a professor in the Departments of Mathematics and Computer Science and the founding director of the Data Science Research Institute at Colorado State University (CSU). He was also an Alexander von Humboldt Fellow at the Institute for Information Processing, Tuebingen, Germany and an IBM Faculty Fellow. His research focuses on geometric data analysis and data driven scientific discovery.
Preface; 1. Basic operations; 2. Solving linear systems; 3. Vector spaces; 4. Matrix subspaces; 5. The basis; 6. Geometric structure; 7. Data fitting; 8. Determinants; 9. Spectral theory; 10. The singular value decomposition; 11. Spectral embedding algorithms; 12. Subspace geometry; 13. The generalized singular value decomposition; 14. Sparse dictionary learning; 15. Discrete wavelet and Fourier transforms; 16. Optimization; 17. Linear transformations; 18. The pseudoinverse; Appendices; Bibliography; Index.