Basic Maths Reference Material (Linear Algebra, Calculus, Optimization, Probabilities)

Linear algebra references
  • My lecture notes on Maths for Intelligent Systems
  • Stanford teaching material linalg
  • (Standard Reference) Gilbert Strang: Linear Algebra and its Applications and its MIT Open Courseware site
  • Duda, Hart, Stork: Pattern Classification (Chapter A gives a very brief review of linear algebra and probabilities) here and here
  • (Coordinate-free linear algebra) Sadri Hassani: Mathematical Physics: A Modern Introduction to its Foundations here
  • Chapters 7 and 8 in Erwin Kreyszig: Advanced Engineering Mathematics here
Probabilities
  • Bishop, C. M.: Pattern Recognition and Machine Learning