MATRIX SPACE · OPEN ACADEMIC NOTES

Linear algebra: from spectral theory to randomized algorithms

A continuously maintained set of research and study notes covering matrix analysis, numerical linear algebra, and randomized matrix computations — with original figures, interactive demonstrations, and a curated lecture library.

A = UΣVT

Explore the site

Three reading tracks, one interactive playground, and a video shelf.

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Lecture notes

Self-contained notes on the singular value decomposition, eigenvalue theory, and iterative Krylov-subspace solvers, with theorem boxes and figures.

Start with the SVD →
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Research notes

How random projections turn low-rank matrix approximation into a near-linear-time computation, with illustrative numerical observations.

Randomized matrix approximation →
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Interactive demos

Drag the entries of a 2×2 matrix and watch the plane deform; run the power method and watch the eigenvalue estimate converge.

Open the demos →
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Video library

Embedded lectures that build geometric intuition for vectors, transformations, determinants, and column spaces.

Browse the videos →

The one picture every linear algebra student should own

Every linear map is a rotation, an axis-aligned stretch, and another rotation. This is the singular value decomposition.

Geometric stages of the singular value decomposition: rotate by V transpose, scale by the singular values, rotate by U

Figure 1. The three geometric stages of the SVD for a 2×2 matrix. The full story — including why this decomposition exists and why it gives the best possible rank-k approximation — is in the SVD notes.

Recent updates

The notes are revised whenever an error is found or a section is expanded.

8pages of notes
5original figures
2interactive demos
4embedded lectures