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- Linear Algebra I
Mathematics
Linear Algebra I
A first course in linear algebra, from vectors, matrices and linear systems to vector spaces, determinants, orthogonality, least squares, eigenvalues and the singular value decomposition.
- Introductory
- 53 lessons
- Free
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About this course
Linear algebra studies vector spaces and the linear maps between them, usually described with vectors and matrices. It is the mathematics of solving systems of linear equations, fitting models to data and describing networks, and it is used throughout engineering, physics, computer science and statistics. This course starts from vectors and linear combinations and works through linear systems, vector spaces, linear transformations and determinants, then orthogonality, least squares, eigenvalues and the singular value decomposition.
The videos are coming out one at a time, in course order. Every lesson has its own page with precise definitions, a worked example for each key term and a few exercises with answers, so you can start reading now.
The reference sheet collects the definitions, formulas, theorems and algorithms unit by unit, with the conditions each one needs and links to the lessons that explain them.
No calculus is needed, so the course can be taken before, after or alongside Calculus. Elementary algebra and coordinate graphs are enough to start, and the Systems, Vectors, and Matrices unit of Precalculus is a good first look. Linear Algebra II continues with full proofs of results stated here, such as the spectral theorem and the existence of the singular value decomposition, and the eigenvalues, quadratic forms and principal components from this course come back in Multivariate Statistical Analysis.
Good to know first
- Arithmetic with signed numbers and fractions
- Elementary algebra
- Function notation
- Reading and plotting coordinate graphs
Course outline
1 of 53 lessons are on YouTube so far. Each lesson is one video. Open a unit to see its lessons, or follow a lesson for its definitions and examples.
Vectors and Matrices
1 of 5 lessons on YouTubeOpen the Vectors and Matrices unit pageVectors and Linear Combinations
- Vectors and Vector OperationsOn YouTube
Video 1
vector, point and displacement, column vector, vector addition and subtraction, tip-to-tail rule, scalar multiplication, zero vector and data vector
Also uses arithmetic with signed numbers and fractions, elementary algebra and points and coordinates on a graph.
- Linear Combinations and SpanComing soon
Video 2
linear combination, coefficient, span, generating vectors, membership in a span and redundant generator
Builds on Vectors and Vector Operations.
Matrices and Linear Transformations
- Matrices and Matrix-Vector MultiplicationComing soon
Video 3
matrix, size of a matrix, matrix entry, matrix-vector product, product as a weighted sum of columns, matrix addition, scalar multiple of a matrix and transpose
Builds on Vectors and Vector Operations and Linear Combinations and Span.
- Linear TransformationsComing soon
Video 4
linear transformation, additivity, homogeneity, zero preservation, standard unit vectors, standard matrix of a linear transformation, translation and nonlinear map
Builds on Matrices and Matrix-Vector Multiplication. Also uses function notation for an input-output rule.
- Matrix Multiplication and CompositionComing soon
Video 5
composition of linear maps, matrix product, compatible sizes, noncommutativity of matrix multiplication, identity matrix, associativity, transpose of a product and block multiplication
Builds on Matrices and Matrix-Vector Multiplication and Linear Transformations.
Systems of Linear Equations
7 lessons coming soonOpen the Systems of Linear Equations unit pageLinear Systems and Elimination
- Linear Systems as Equations and GeometryComing soon
Video 6
linear system, solution of a system, matrix form of a system, augmented matrix, row picture, column picture and consistent and inconsistent systems
Builds on Vectors and Vector Operations and Linear Transformations. Also uses graphing a straight line from its equation.
- Gaussian Elimination and Row OperationsComing soon
Video 7
Gaussian elimination, elementary row operations, row replacement, equivalent systems, elementary matrix, row echelon form and back-substitution
Builds on Matrix Multiplication and Composition and Linear Systems as Equations and Geometry.
Describing All Solutions
- Pivots, Free Variables and All SolutionsComing soon
Video 8
pivot, pivot column, free variable, reduced row echelon form, inconsistent row, parametric solution, particular solution and homogeneous solution
Builds on Gaussian Elimination and Row Operations and Linear Combinations and Span.
- Linear Systems with ParametersComing soon
Video 9
coefficient parameter, family of linear systems, exceptional parameter value, case analysis, nonzero condition for division and parameter versus free variable
Builds on Gaussian Elimination and Row Operations, Linear Combinations and Span and Pivots, Free Variables and All Solutions.
Inverses and LU Factorization
- Inverse Matrices and InvertibilityComing soon
Video 10
inverse matrix, invertible matrix, singular matrix, computing an inverse by row reduction, pivot test for invertibility and solving a system with an inverse
Builds on Matrix Multiplication and Composition, Gaussian Elimination and Row Operations and Linear Systems with Parameters.
- LU Factorization and PivotingComing soon
Video 11
LU factorization, lower triangular matrix, upper triangular matrix, elimination multipliers, forward substitution, permutation matrix, pivoted LU factorization and partial pivoting
Builds on Matrix Multiplication and Composition, Gaussian Elimination and Row Operations and Inverse Matrices and Invertibility.
Linear Systems Workshop
- Linear Systems WorkshopComing soon
Video 12
classifying a system before solving, redundant equation, complete solution family, inconsistent right-hand side, exceptional coefficient, tracking a row swap and checking the original equations
Builds on Matrix Multiplication and Composition, Linear Systems as Equations and Geometry, Gaussian Elimination and Row Operations, Linear Systems with Parameters, Inverse Matrices and Invertibility and LU Factorization and Pivoting.
Vector Spaces
5 lessons coming soonOpen the Vector Spaces unit pageSubspaces, Independence and Bases
- Subspaces, Sums and IntersectionsComing soon
Video 13
subspace, subspace test, closure under addition and scaling, solution set of a homogeneous system, affine set, intersection of subspaces, sum of subspaces and union of subspaces
Builds on Linear Combinations and Span and Linear Systems with Parameters.
- Linear IndependenceComing soon
Video 14
linearly independent list, linearly dependent list, trivial combination, dependence relation, uniqueness of coefficients and independence test by elimination
Builds on Linear Combinations and Span, Gaussian Elimination and Row Operations and Subspaces, Sums and Intersections.
- Bases and DimensionComing soon
Video 15
basis, ordered basis, coordinate vector, pruning a spanning list, extending an independent list, dimension and standard basis
Builds on Linear Combinations and Span, Linear Systems with Parameters and Linear Independence.
The Four Fundamental Subspaces
- Column Space, Row Space and RankComing soon
Video 16
column space, row space, pivot columns of the original matrix, rank, equality of row rank and column rank and rank factorization
Builds on Linear Systems with Parameters, Subspaces, Sums and Intersections, Linear Independence and Bases and Dimension.
- Null Space and Left Null SpaceComing soon
Video 17
null space, nullity, left null space, left nullity, four fundamental subspaces and ambient space of a subspace
Builds on Linear Systems with Parameters, Subspaces, Sums and Intersections, Linear Independence, Bases and Dimension and Column Space, Row Space and Rank.
Linear Transformations and Coordinates
6 lessons coming soonOpen the Linear Transformations and Coordinates unit pageKernel, Image and Rank-Nullity
- Kernel, Image and Rank-NullityComing soon
Video 18
kernel, image, rank-nullity theorem, injective map, surjective map, fiber of a linear map and rank of a composition
Builds on Linear Transformations, Linear Systems with Parameters, Bases and Dimension and Null Space and Left Null Space.
Change of Basis
- Change of Basis for Vector CoordinatesComing soon
Video 19
basis matrix, solving for basis coordinates, change-of-basis matrix, inverse change-of-basis matrix and coordinate change versus moving a vector
Builds on Matrix Multiplication and Composition, Inverse Matrices and Invertibility, Bases and Dimension and Kernel, Image and Rank-Nullity.
- Matrices in Different BasesComing soon
Video 20
matrix of a linear map in chosen bases, input and output bases, linear operator, similar matrices, commutative diagram and operator versus its matrix
Builds on Matrix Multiplication and Composition, Inverse Matrices and Invertibility, Bases and Dimension, Kernel, Image and Rank-Nullity and Change of Basis for Vector Coordinates.
Vector Spaces Beyond Arrows
- Vector Spaces of Polynomials and MatricesComing soon
Video 21
vector space, vector space axioms, polynomials of degree at most two, coordinates of a polynomial, space of 2-by-2 matrices and matrix units
Builds on Subspaces, Sums and Intersections, Linear Independence, Bases and Dimension, Kernel, Image and Rank-Nullity and Matrices in Different Bases. Also uses polynomials, their coefficients and degree.
- Linear Maps on Polynomials and MatricesComing soon
Video 22
evaluation map, matrix of a map in a polynomial basis, kernel and image of an evaluation map, trace of a matrix and linear map determined by basis images
Builds on Subspaces, Sums and Intersections, Linear Independence, Bases and Dimension, Kernel, Image and Rank-Nullity, Matrices in Different Bases and Vector Spaces of Polynomials and Matrices.
Vector Spaces and Coordinates Workshop
- Vector Spaces and Coordinates WorkshopComing soon
Video 23
verifying a proposed basis, completeness by a dimension count, basis from the original columns, reconstructing a vector from its coordinates, changing the sample points of an evaluation map and graph of a polynomial versus its coordinates
Builds on Subspaces, Sums and Intersections, Linear Independence, Bases and Dimension, Null Space and Left Null Space, Kernel, Image and Rank-Nullity, Matrices in Different Bases and Linear Maps on Polynomials and Matrices.
Determinants
3 lessons coming soonOpen the Determinants unit pageArea, Volume and Orientation
- Determinants as Oriented Area and VolumeComing soon
Video 24
determinant, oriented area, orientation, 2-by-2 determinant formula, volume scale factor, orientation-reversing map and zero determinant and dependent columns
Builds on Linear Transformations, Matrix Multiplication and Composition, Inverse Matrices and Invertibility and Bases and Dimension. Also uses areas of rectangles, triangles and parallelograms.
Computing and Using Determinants
- Computing Determinants with Row OperationsComing soon
Video 25
row operations and the determinant, determinant of a triangular matrix, minor, cofactor, cofactor expansion, linearity in one column and multiplicativity of the determinant
Builds on Gaussian Elimination and Row Operations, LU Factorization and Pivoting and Determinants as Oriented Area and Volume.
Video 26
determinant test for invertibility, singular square system, reachable and unreachable right-hand sides, Cramer's rule and Cramer's rule versus elimination
Builds on Inverse Matrices and Invertibility, Null Space and Left Null Space, Determinants as Oriented Area and Volume and Computing Determinants with Row Operations.
Orthogonality and Projections
6 lessons coming soonOpen the Orthogonality and Projections unit pageLength, Angle and Inner Products
- Dot Products, Length and AngleComing soon
Video 27
dot product, Euclidean length, unit vector, distance between vectors, orthogonal vectors and angle between nonzero vectors
Builds on Vectors and Vector Operations, Bases and Dimension and Linear Maps on Polynomials and Matrices. Also uses the Pythagorean theorem and square roots.
- Inner Products and Cauchy-SchwarzComing soon
Video 28
inner product, inner product axioms, weighted inner product, norm from an inner product, Cauchy-Schwarz inequality, equality case of Cauchy-Schwarz and triangle inequality
Builds on Vectors and Vector Operations, Bases and Dimension, Linear Maps on Polynomials and Matrices and Dot Products, Length and Angle. Also uses expanding the square of a sum or a difference.
Projections and Orthogonal Complements
- Orthonormal Coordinates and Line ProjectionComing soon
Video 29
orthogonal list, orthonormal basis, projection onto a line, projection coefficient, residual vector, closest-point property and orthogonal matrix
Builds on Bases and Dimension and Inner Products and Cauchy-Schwarz.
Video 30
orthogonal complement, null space as the complement of the row space, left null space as the complement of the column space, complementary dimensions and orthogonal decomposition of a space
Builds on Null Space and Left Null Space, Kernel, Image and Rank-Nullity, Inner Products and Cauchy-Schwarz and Orthonormal Coordinates and Line Projection.
- Projection onto a SubspaceComing soon
Video 31
orthogonal projection onto a subspace, normal equations, projection matrix, idempotence, closest vector in a subspace and basis independence of a projection
Builds on Inverse Matrices and Invertibility, Orthonormal Coordinates and Line Projection and Orthogonal Complements and the Four Subspaces.
Orthonormal Bases and QR
- Gram-Schmidt and QR FactorizationComing soon
Video 32
Gram-Schmidt process, orthogonal remainder, normalization, reduced QR factorization, matrix with orthonormal columns, upper triangular factor and zero remainder and dependence
Builds on LU Factorization and Pivoting, Linear Independence, Inner Products and Cauchy-Schwarz, Orthonormal Coordinates and Line Projection and Projection onto a Subspace.
Least Squares
5 lessons coming soonOpen the Least Squares unit pageLeast-Squares Fitting
- Least Squares and Orthogonal ProjectionComing soon
Video 33
least-squares solution, sum of squared errors, residual vector in observation space, vertical residuals, normal equations for a least-squares fit and fitted vector
Builds on Linear Systems as Equations and Geometry, Orthogonal Complements and the Four Subspaces and Projection onto a Subspace. Also uses the equation of a straight line with an intercept and a slope.
- Least-Squares Models and Normal EquationsComing soon
Video 34
design matrix, model linear in its coefficients, fitted values, residual orthogonality check, dependent design columns and nonunique coefficients
Builds on LU Factorization and Pivoting, Gram-Schmidt and QR Factorization and Least Squares and Orthogonal Projection.
- Least Squares with QRComing soon
Video 35
least squares by QR factorization, triangular least-squares equation, orthonormal coordinates of the data, residual outside the model space and split of the squared error
Builds on LU Factorization and Pivoting, Gram-Schmidt and QR Factorization, Least Squares and Orthogonal Projection and Least-Squares Models and Normal Equations.
Conditioning and Sensitivity
- Conditioning and SensitivityComing soon
Video 36
perturbation of the data, absolute and relative error, induced matrix norm, condition number, ill-conditioned system, conditioning versus stability and residual versus solution error
Builds on Gaussian Elimination and Row Operations, Inverse Matrices and Invertibility, Inner Products and Cauchy-Schwarz, Gram-Schmidt and QR Factorization and Least Squares with QR.
Projection and Least Squares Workshop
- Projection and Least Squares WorkshopComing soon
Video 37
error criterion, projection onto a plane through its normal, line fit to observations, proportional design columns, sensitivity to a changed measurement and checking the model and residual
Builds on Inner Products and Cauchy-Schwarz, Orthonormal Coordinates and Line Projection, Orthogonal Complements and the Four Subspaces, Projection onto a Subspace, Gram-Schmidt and QR Factorization, Least Squares and Orthogonal Projection, Least Squares with QR and Conditioning and Sensitivity.
Eigenvalues and Diagonalization
6 lessons coming soonOpen the Eigenvalues and Diagonalization unit pageEigenvalues and Eigenspaces
- Eigenvectors and EigenvaluesComing soon
Video 38
eigenvector, eigenvalue, eigenpair, invariant line, negative eigenvalue, zero eigenvalue and independence of eigenvectors for distinct eigenvalues
Builds on Linear Transformations, Matrix Multiplication and Composition, Bases and Dimension and Inner Products and Cauchy-Schwarz.
- Calculating Eigenvalues and EigenspacesComing soon
Video 39
characteristic polynomial, characteristic equation, eigenspace, basis of an eigenspace and trace and determinant checks
Builds on Linear Systems with Parameters, Linear Independence, Computing Determinants with Row Operations, Determinants, Invertibility and Cramer's Rule and Eigenvectors and Eigenvalues. Also uses solving quadratic equations by factoring or the quadratic formula.
- Algebraic and Geometric MultiplicityComing soon
Video 40
repeated eigenvalue, algebraic multiplicity, geometric multiplicity, defective matrix and bound on geometric multiplicity
Builds on Linear Systems with Parameters, Linear Independence, Computing Determinants with Row Operations, Determinants, Invertibility and Cramer's Rule, Eigenvectors and Eigenvalues and Calculating Eigenvalues and Eigenspaces.
Diagonalization
- Diagonalization and Matrix PowersComing soon
Video 41
diagonalization, eigenbasis, diagonalizable matrix, matrix powers in eigen-coordinates, diagonalizability test and repeated linear update
Builds on Matrix Multiplication and Composition, Inverse Matrices and Invertibility, Matrices in Different Bases and Algebraic and Geometric Multiplicity.
Complex Eigenvalues
- Complex Numbers for Linear AlgebraComing soon
Video 42
imaginary unit, complex number, complex plane, complex conjugate, modulus, complex division and multiplication by i as a quarter-turn
Also uses arithmetic with fractions and squares and points and coordinates on a graph.
- Complex Eigenvalues and Real RotationsComing soon
Video 43
complex eigenvalue, complex eigenvector, quarter-turn rotation matrix, conjugate pairs of eigenvalues, complex coordinate space, diagonalization over the complex numbers and conjugate transpose
Builds on Determinants as Oriented Area and Volume, Inner Products and Cauchy-Schwarz, Algebraic and Geometric Multiplicity, Diagonalization and Matrix Powers and Complex Numbers for Linear Algebra.
Symmetric Matrices and Quadratic Forms
3 lessons coming soonOpen the Symmetric Matrices and Quadratic Forms unit pageThe Spectral Theorem and Quadratic Forms
- The Spectral Theorem for Symmetric MatricesComing soon
Video 44
symmetric matrix, real spectral theorem, orthogonal diagonalization, orthonormal eigenbasis, orthogonality of eigenvectors for distinct eigenvalues and orthonormal basis of a repeated eigenspace
Builds on Inner Products and Cauchy-Schwarz, Gram-Schmidt and QR Factorization, Diagonalization and Matrix Powers and Complex Eigenvalues and Real Rotations.
- Quadratic Forms and Positive DefinitenessComing soon
Video 45
quadratic form, matrix of a quadratic form, cross term, principal axes of a quadratic form, positive definite, negative definite, positive and negative semidefinite and indefinite form
Builds on Matrices in Different Bases, Inner Products and Cauchy-Schwarz, Diagonalization and Matrix Powers and The Spectral Theorem for Symmetric Matrices.
Eigenvalues and Diagonalization Workshop
- Eigenvalues and Diagonalization WorkshopComing soon
Video 46
choice of scalar field, test for a defective matrix, complex eigenpairs of a rotation, real orthogonal diagonalization, matrix power from eigenvalues and hypothesis of a method
Builds on Eigenvectors and Eigenvalues, Algebraic and Geometric Multiplicity, Diagonalization and Matrix Powers, Complex Eigenvalues and Real Rotations, The Spectral Theorem for Symmetric Matrices and Quadratic Forms and Positive Definiteness.
Singular Value Decomposition
5 lessons coming soonOpen the Singular Value Decomposition unit pageGeometry and Computation of the SVD
Video 47
singular value decomposition, singular values, right singular vectors, left singular vectors, largest stretch, rank from singular values and singular values versus eigenvalues
Builds on Null Space and Left Null Space, Kernel, Image and Rank-Nullity, Inner Products and Cauchy-Schwarz, Gram-Schmidt and QR Factorization, The Spectral Theorem for Symmetric Matrices and Quadratic Forms and Positive Definiteness.
Video 48
singular values from a symmetric eigenproblem, completing an orthonormal basis, full SVD, economy SVD, compact SVD, reconstruction check and repeated singular values
Builds on Null Space and Left Null Space, Kernel, Image and Rank-Nullity, Inner Products and Cauchy-Schwarz, Gram-Schmidt and QR Factorization, The Spectral Theorem for Symmetric Matrices, Quadratic Forms and Positive Definiteness and Singular Value Decomposition and Its Geometry.
Pseudoinverses and Minimum-Norm Solutions
- Pseudoinverses and Minimum-Norm SolutionsComing soon
Video 49
pseudoinverse, pseudoinverse of the diagonal factor, minimum-norm solution, least-squares solution of minimum norm and null-space component
Builds on Linear Systems with Parameters, Orthogonal Complements and the Four Subspaces, Least Squares and Orthogonal Projection and Computing an SVD in Full, Economy and Compact Forms.
Low-Rank Approximation and Principal Components
- Outer Products and Low-Rank ApproximationComing soon
Video 50
outer product, rank-one matrix, outer-product expansion of the SVD, truncated SVD, best rank-k approximation, Frobenius norm, spectral norm and tied singular values at the cutoff
Builds on Linear Maps on Polynomials and Matrices, Inner Products and Cauchy-Schwarz, Least Squares and Orthogonal Projection, Quadratic Forms and Positive Definiteness, Computing an SVD in Full, Economy and Compact Forms and Pseudoinverses and Minimum-Norm Solutions.
Video 51
feature mean, centered data matrix, sample covariance matrix, projected variance, principal component, retained variance, reconstruction error and effect of centering and units
Builds on Linear Maps on Polynomials and Matrices, Inner Products and Cauchy-Schwarz, Least Squares and Orthogonal Projection, Quadratic Forms and Positive Definiteness, Computing an SVD in Full, Economy and Compact Forms, Pseudoinverses and Minimum-Norm Solutions and Outer Products and Low-Rank Approximation.
Applications and Review
2 lessons coming soonOpen the Applications and Review unit pageNetwork Flows
- Network Flows, Conservation and CyclesComing soon
Video 52
directed graph, incidence matrix, conservation at a node, net supply, circulation around a cycle, nonnegative flow constraint and total supply condition
Builds on Linear Systems as Equations and Geometry, Linear Systems with Parameters, Linear Independence, Null Space and Left Null Space and Kernel, Image and Rank-Nullity.
Fitting and Reconstruction
Video 53
overdetermined system, underdetermined system, residual check, minimum-norm reconstruction, effect of an added measurement and agreement with data versus a validated model
Builds on Linear Systems with Parameters, Null Space and Left Null Space, Matrices in Different Bases, Least Squares with QR, Conditioning and Sensitivity, Diagonalization and Matrix Powers, Computing an SVD in Full, Economy and Compact Forms, Pseudoinverses and Minimum-Norm Solutions and Principal Component Analysis with Centering and Variance.