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MIT 18.06, Linear Algebra With Gilbert Strang

MIT 18.06 Linear Algebra, taught at MIT by Prof. Gilbert Strang, is one of the most watched maths courses in the world. Videos, problem sets and exams with solutions are free on MIT OpenCourseWare.

What’s in it? Systems of linear equations, matrices, vector spaces, orthogonality and least squares, determinants, eigenvalues and eigenvectors, and the singular value decomposition (SVD).

Why we recommend it: Linear algebra is the language of biosignal processing and machine learning. A multichannel EEG recording is a matrix; cleaning artefacts with ICA, reducing dimensions with PCA or training a neural network are all matrix operations. Strang builds these ideas through their meaning before their formulas. The “Fourier of a graph” in our graph theory post is really an eigenvector story too.

Who is it for? Anyone with high-school maths. The videos were recorded in 1999, but the teaching hasn’t aged a day.