Linear Systems

Solving Ax = b is the oldest problem in mathematics that still runs your neural network.

Build 2 hr Python

Prerequisites: Phase 1, Lessons 01 (Linear Algebra Intuition), 02 (Vectors & Matrices), 03 (Matrix Transformations)

#Learning Objectives

  • Solve Ax = b using Gaussian elimination with partial pivoting and back substitution
  • Factor matrices with LU, QR, and Cholesky decompositions and explain when each is appropriate
  • Derive the normal equations for least squares and connect them to linear and ridge regression
  • Diagnose ill-conditioned systems using the condition number and apply regularization to stabilize them
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The text and code of this lesson are based on AI Engineering from Scratch by Rohit Ghumare, MIT licensed.