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Linear Algebra, Multivariable Calculus, and Modern Applications

  • Not Offered

5 units

Letter or Credit/No Credit

This course provides unified coverage of linear algebra and multivariable differential calculus, and the free course e-text connects the material to many fields. Linear algebra in large dimensions underlies the scientific, data-driven, and computational tasks of the 21st century. The linear algebra portion includes orthogonality, linear independence, matrix algebra, and eigenvalues with applications such as least squares, linear regression, and Markov chains (relevant to population dynamics, molecular chemistry, and PageRank); the singular value decomposition (essential in image compression, topic modeling, and data-intensive work in many fields) is introduced in the final chapter of the e-text. The multivariable calculus portion includes unconstrained optimization via gradients and Hessians (used for energy minimization), constrained optimization (via Lagrange multipliers, crucial in economics), gradient descent and the multivariable Chain Rule (which underlie many machine learning algorithms, such as backpropagation), and Newton's method (an ingredient in GPS and robotics). The course emphasizes computations alongside an intuitive understanding of key ideas. The widespread use of computers makes it important for users of math to understand concepts: novel users of quantitative tools in the future will be those who understand ideas and how they fit with examples and applications. This is the only course at Stanford whose syllabus includes nearly all the math background for CS 229, which is why CS 229 and CS 230 specifically recommend it (or other courses resting on it). For frequently asked questions about the differences between Math 51 and CME 100, see the FAQ on the placement page on the Math Department website. Prerequisite: Math 21 or the math placement diagnostic (offered through the Math Department website) in order to register for this course.


  • GER:DB-Math

  • WAY-FR

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