Session 4 & 5 – Linear Algebra and More Python
A Brief Introduction to Python &
Mathematics for Machine Learning • Lecture plan – you would learn the following:
• Catch up on Session 3 on whatever left from that lecture (done last Sat)
• Python classes, functions, methods, modules (done last Sat)
Session 4 and 5 • More Linear Algebra (today)
Linear Algebra in Python • Matrices
(15 & 19 January 2022) • Matrix Multiplication
• Matrix Inverses
• Determinants
Pre-Course for ECOM6022 • Doing Linear Algebra using Python (Numpy)
By References:
Professor Paul Y S CHEUNG “Introduction to Applied Linear Algebra” by Boyd & Vandenberghe (Stanford University)
(and a Python companion of this book by Jessica Leung and Dmytro Matsypura)
“Essence of Linear Algebra” (Series of videos on Youtube), 3Blue1Brown
Matrices Matrices and its Shapes
3 4
Column and Row Vectors Columns and Rows of a Matrix
5 6
Block Matrices Column and Row Representation of Matrix
7 8
Examples: Use of Real Data in Matrices Examples: Graphs or Relations as Matrices
-> (i, j) = (head, tail)
9 10
Special Matrices Diagonal and Triangular Matrices
11 12
Transpose Addition, Subtract, and Scalar Multiplication
13 14
Matrix Norm Matrix-Vector Product
15 16
Row and Column Interpretations General Examples of Matrix (many slides)
ROW
COLUMN
17 18
Difference Matrix Return Matrix – Portfolio Vector
19 20
Feature Matrix – Weight Vector Input-Output Matrix
21 22
Geometric Transformations Selector Matrix
23 24
Incidence Matrix Flow Conservation (use of incidence matrix)
<- incident
<- away from
<- no connection
edge
node
25 26
Flow Conservation (use of incidence matrix) Matrix and Linear System of Equations
27 called “Identity matrix” 28
Invertible Matrices Example (for 2 x 2 matrix)
Note: Matrix A is invertible if its Determinant is non-zero
29 30
Matrix Multiplication, 3D Transformation and Determinant
Properties of Inverse Matrix (3Blue1Brown)
31 32
Python and Numpy for Linear Algebra
• Let us start our Colab session which will cover:
• Use of NumPy Arrays for Matrices
• Indexing and Slicing of Matrices
• Matrix Mathematics
• Matrix Multiplication
• Matrix Inversion
Go to Colab
33