Linear Algebra
Vectors, matrices, eigenvalues, decompositions, and their applications in quantitative finance.
20chapters20available
01Vectors & Vector Spaces→02Matrix Operations→03Systems of Linear Equations→04Gaussian Elimination & Row Reduction→05Determinants→06Eigenvalues & Eigenvectors→07Diagonalization→08Linear Transformations→09Change of Basis→10Inner Products & Orthogonality→11Gram-Schmidt Process→12Projections & Least Squares→13Norms & Distance Metrics→14Positive Definite Matrices→15Covariance Matrices & Quadratic Forms→16Matrix Decompositions — LU→17Matrix Decompositions — QR→18Matrix Decompositions — SVD→19Markov Chains & Steady States→20Numerical Stability & Conditioning→