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README.md

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---
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toc-title: Table of contents
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---
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`<font color='purple' size=2.5><i>`{=html}Updated on Aug
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2024`</i></font>`{=html}
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![Presentation1](https://user-images.githubusercontent.com/59842360/159695863-678be5bc-d146-4340-9592-003ad93241e1.jpg)
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\# Lectures of Linear Algebra
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These lecture notes are intended for introductory linear algebra
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courses, suitable for university students, programmers, data analysts,
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algorithmic traders and etc.
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The lectures notes are loosely based on several textbooks:
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1. `<b><i>`{=html}Linear Algebra and Its Applications`</i></b>`{=html}
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by Gilbert Strang
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2. `<b><i>`{=html}Linear Algebra and Its Applications`</i></b>`{=html}
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by David Lay
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3. `<b><i>`{=html}Introduction to Linear Algebra With
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Applications`</i></b>`{=html} by DeFranza & Gagliardi
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4. `<b><i>`{=html}Linear Algebra With Applications`</i></b>`{=html} by
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Gareth Williams
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![cover-min](https://user-images.githubusercontent.com/59842360/83939172-64df6c00-a7e3-11ea-80b1-058af696d5a3.png)
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However, the crux of the course is not about proving theorems, but to
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demonstrate the practices and visualization of the concepts. Thus we
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will not engage in precise deduction or notation, rather we aim to
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clarify the elusive concepts and thanks to Python/MATLAB, the task is
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much easier now.
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## Prerequisites
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Though the lectures are for beginners, it is beneficial that attendants
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had certain amount of exposure to linear algebra and calculus.
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And also the attendee are expected to have basic knowledge (3 days
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training would be enough) of - \[x\] Python - \[x\] NumPy - \[x\]
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Matplotlib - \[x\] SymPy
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All the codes are written in an `<b>`{=html}intuitive
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manner`</b>`{=html} rather than efficient or professional coding style,
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therefore the codes are exceedingly straightforward, I presume barely
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anyone would have difficulty in understanding the codes.
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The notes were written in JupyterLab, the interative plot requires
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`ipympl`. To install, type in `conda install -c conda-forge ipympl` if
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you have JupyterLab 3.x. Check
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`<a href='https://github.com/matplotlib/ipympl'><code>`{=html}ipympl`</code>`{=html}page`</a>`{=html}
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for more details.
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## Environment Setup
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I use poetry to management environment, if you happen to use VS code
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like me, please follow the steps below: 1. In Windows powershell and
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install poetry
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`(Invoke-WebRequest -Uri https://install.python-poetry.org -UseBasicParsing).Content | python -p`
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2. Navigate to `cd $env:APPDATA\Python\Scripts`, check if poetry being
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installed. 3. Open a notepad `notepad $profile` and set alias for poetry
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`Set-Alias poetry "C:\Users\user\AppData\Roaming\Python\Scripts\poetry.exe"`
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in notepad, I prefered this way, because sometimes setting env path not
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working in windows. 4. Reload profile by `. $profile`. 5. If you are on
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your personal computer
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`Set-ExecutionPolicy RemoteSigned -Scope CurrentUser` to unstrict your
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execution policy and choose Y. 6. Resume the default restricted policy
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for security `Set-ExecutionPolicy Restricted -Scope CurrentUser`. 7. Now
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check `poetry --version`, if you see the version printed, good to go. 8.
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You choose to use `poetry update`, or just manage version at your own
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convenience.
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## What to Expect from Notes
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These notes will equip you with most needed and basic knowledge for
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other subjects, such as Data Science, Econometrics, Mathematical
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Statistics, Financial Engineering, Control Theory and etc., which
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heavily rely on linear algebra. Please go through the tutorial
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patiently, you will certainly have a better grasp of the fundamental
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concepts of linear algebera. Then further step is to study the special
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matrices and their application with your domain knowledge.
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## Contents
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[Chapter 1 - Linear Equation
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System](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%201%20-%20Linear%20Equation%20System.ipynb)`<br>`{=html}
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[Chapter 2 - Basic Matrix
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Algebra](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%202%20-%20Basic%20Matrix%20Algebra.ipynb)`<br>`{=html}
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[Chapter 3 -
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Determinant](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%203%20-%20Determinant.ipynb)`<br>`{=html}
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[Chapter 4 - LU
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Factorization](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%204%20-%20LU%20Factorization.ipynb)`<br>`{=html}
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[Chapter 5 - Vector Addition, Subtraction and Scalar
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Multiplication](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%205%20-%20Vector%20Addition%2C%20Subtraction%20and%20Scalar%20Multiplication.ipynb)`<br>`{=html}
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[Chapter 6 - Linear
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Combination](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%206%20-%20Linear%20Combination.ipynb)`<br>`{=html}
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[Chapter 7 - Linear
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Independence](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%207%20-%20Linear%20Independence.ipynb)`<br>`{=html}
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[Chapter 8 - Vector Space and
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Subspace](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%208%20-%20Vector%20Space%20and%20Subspace.ipynb)`<br>`{=html}
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[Chapter 9 - Basis and
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Dimension](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%209%20-%20Basis%20and%20Dimension.ipynb)`<br>`{=html}
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[Chapter 10 -Null Space vs Col Space, Row Space and
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Rank](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%2010%20-Null%20Space%20vs%20Col%20Space%2C%20Row%20Space%20and%20Rank.ipynb)`<br>`{=html}
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[Chapter 11 - Linear
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Transformation](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%2011%20-%20Linear%20Transformation.ipynb)`<br>`{=html}
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[Chapter 12 - Eigenvalues and
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Eigenvectors](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%2012%20-%20Eigenvalues%20and%20Eigenvectors.ipynb)`<br>`{=html}
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[Chapter 13b - Principal Component
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Analysis](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%2013b%20-%20Principal%20Component%20Analysis.ipynb)`<br>`{=html}
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[Chapter 13a -
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Diagonalization](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%2013a%20-%20Diagonalization.ipynb)`<br>`{=html}
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[Chapter 14 - Applications to Dynamic
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System](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%2014%20-%20Applications%20to%20Dynamic%20System.ipynb)`<br>`{=html}
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[Chapter 15 - Innear Product and
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Orthogonality](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%2015%20-%20Innear%20Product%20and%20Orthogonality.ipynb)`<br>`{=html}
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[Chapter 16 - Gram-Schmidt Process and QR
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Decomposition](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%2016%20-%20Gram-Schmidt%20Process%20and%20QR%20Decomposition.ipynb)`<br>`{=html}
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[Chapter 17 - Symmetric Matrices , Quadratic Form and Cholesky
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Decomposition](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%2017%20-%20Symmetric%20Matrices%20%2C%20Quadratic%20Form%20and%20Cholesky%20Decomposition.ipynb)`<br>`{=html}
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[Chapter 18 - The Singular Value
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Decomposition](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%2018%20-%20The%20Singular%20Value%20Decomposition.ipynb)`<br>`{=html}
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[Chapter 19 - Multivariate Normal
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Distribution](https://nbviewer.org/github/weijie-chen/Linear-Algebra-With-Python/blob/master/notebooks/Chapter%2019%20-%20Multivariate%20Normal%20Distribution.ipynb)`<br>`{=html}
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## Screen Shots Examples
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![截图01](https://user-images.githubusercontent.com/59842360/122352881-6b043e80-cf47-11eb-9ca4-8f52c93c0efa.jpg)
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![截图03](https://user-images.githubusercontent.com/59842360/122352926-78212d80-cf47-11eb-9bb4-c33e03b7f085.jpg)
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![截图00](https://user-images.githubusercontent.com/59842360/122352940-7b1c1e00-cf47-11eb-9f80-e26454d4baaf.jpg)
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![截图00](https://user-images.githubusercontent.com/59842360/126001287-9f8de290-3940-4000-b5db-7b12d8b70005.jpg)
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![截图01](https://user-images.githubusercontent.com/59842360/126001290-d342db9f-76eb-41ce-98b2-208075bd4640.jpg)
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![截图02](https://user-images.githubusercontent.com/59842360/126001291-5cee0e1b-d02b-4912-9d27-65eaaff13178.jpg)
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![截图03](https://user-images.githubusercontent.com/59842360/126001463-0b262316-0032-482e-bb0f-1ccbbd3a2835.jpg)

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