Linear Algebra and Probability
AbstractThis is a course in mathematics covering linear algebra and basic probability theory. This course is the first course of the Algorithms and Machine Learning specialisations.
These topics covered by this course are important in various branches of computer science, in particular in algorithms and machine learning.
Successful students will acquire skills in Linear Algebra and Probability Theory.
The topics covered in the linear algebra part of the
course include systems of linear equations, matrices, determinants, vector
spaces, bases, dimension, and eigenvectors. The topics covered in the
probability theory part include conditional probability, discrete and
continuous random variables, as well as the limit theorems. A number of
applications of the material will be covered in the course, including least
squares analysis and Google’s PageRank algorithm.
Formal prerequisitesThe course assumes that the students have taken the course Foundation of Computing: Discrete Mathematics from the BSc in Software Development or similar.
Intended learning outcomes
After the course, the student should be able to:
- Solve systems of linear equations
- Define the basic concepts of linear algebra and probability, e.g., eigenvalues for a matrix or variance of a discrete random variable
- Compute the essential constructions of linear algebra, such as the inverse of a given matrix or the eigenvectors of a given matrix. Compute probabilities, expected values, variances and other concepts from probability theory.
- Apply the tools of linear algebra and probability to solve small mathematical problems.
- Model simple probabilistic problems using the distributions covered in the course.
Ordinary examExam type:
C: Submission of written work, External (7-point scale)
C22: Submission of written work – Take home