## Calendar

There is a proposed calendar on the syllabus, but here I will record what we actually get through in each class.

## Unit 1: Linear Algebra Review and Applications

### Slides

### Assignments

### Exam Topics

For the exam you should be able to demonstrate facility with or knowledge of the following:

- Diagonalization of Matrices and Eigenvalues/Eigenvectors
- Inner Products
- Gram-Schmidt Orthogonalization Process
- Orthogonal Projections
- Least-Squares Regression with Matrices
- Symmetric Matrices
- Quadratic Forms and Constrained Optimization
- Principal Component Analysis
- Matrix Decompositions:
- LU – Decomposition
- Eigendecomposition
- QR – Decomposition
- Cholesky Decomposition
- Singular Value Decomposition

## Unit 2: Multivariable Calculus

### Slides

### Assignments

### Exam Topics

For the exam you should be able to demonstrate facility with or knowledge of the following:

- Partial Differentiation
- Optimizations with Analytic Techniques and Lagrange Multipliers
- Gradients, Directional Derivatives, and Gradient Descent
- Backpropagation and Automatic Differentiation (lots of chain rule)
- Jacobians and Hessians
- Linear and Quadratic Approximations

## Final Exam

For the exam you should study the topics previously listed in units 1 and 2.