Mathematics Resources
Algebra
- Applied Numerical Linear Algebra (James W. Demmel)
- Numerical Linear Algebra (Lloyd N. Trefethen, and David Bau III)
- The Matrix Cookbook
- 高等代数学 (姚慕生)
- Linear Algebra Review and Reference (cs229)
- Machine Arithmetic: Fixed-Point and Floating-Point Numbers (MIT 18.330)
Optimization
- Numerical Optimization (Jorge Nocedal and Stephen J. Wright)
- Convex Optimization (slides, solutions)
- Proximal Algorithms
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Convex Optimization Overview (cs229)
- Convex Optimization Overview 2 (cs229)
- An Introduction to the Conjugate Gradient Method Without the Agonizing Pain