Reddit reviews Linear Algebra and Its Applications, 4th Edition

Here's my rough list of textbook recommendations. There are a ton of Dover paperbacks that I didn't put on here, since they're not as widely used, but they are really great and really cheap.

Amazon search for Dover Books on mathematics

There's also this great list of undergraduate books in math that has become sort of famous: https://www.ocf.berkeley.edu/~abhishek/chicmath.htm

Pre-Calculus / Problem-Solving

• The Art of Problem Solving - Lehoczky/Ruczyk - in two volumes, both have full solutions available separately
  
  Calculus
  
  
• Calculus - Stewart - ignore the bad reviews, it's very clear and covers all of basic calculus well - it's just the book that most intro students use and as a consequence gets a bad rap
  
  
• Calculus - Spivak - this will take your understanding of calculus to the next level
  
  
• Calculus - Apostol - there are two volumes and they are very comprehensive, albeit difficult
  
  Linear Algebra
  
  
• Linear Algebra - Lay
  
  
• Linear Algebra Done Right - Axler
  
  Differential Equations
  
  
• Elementary Differential Equations - Boyce/DePrima
  
  
• Ordinary Differential Equations - Tenenbaum
  
  Number Theory
  
  
• Number Theory - Pommersheim for a change of pace and proof skills
  
  Proof-Writing
  
  
• Transition to Higher Mathematics - Dumas/McCarthy - helps to bridge the gap between "lower" and higher math
  
  Analysis
  
  
• The Way of Analysis - Strichartz
  
• Principles of Mathematical Analysis - Rudin
  
• Real and Complex Analysis - Rudin
  
  Complex Analysis
  
  
• Complex Analysis - Ahlfors
  
  Functional Analysis
  
  
• Functional Analysis - Rudin
  
  
• Introductory Functional Analysis with Applications - Kreyszig
  
  Partial Differential Equations
  
  
• Partial Differential Equations for Scientists and Engineers - Farlow
  
  Higher-dimensional Calculus and Differential Geometry
  
  
• Calculus on Manifolds - Spivak - for a modern take on multivariable calculus
  
  
• Differential Geometry - Kreyszig
  
  Abstract Algebra
  
  
• A First Course in Abstract Algebra - Fraleigh
  
• Abtract Algebra - Dummit and Foote
  
  Geometry
  
  
• The Elements - Euclid - for culture and for understanding where math has come from, plus it's still an awesome book after all these years; don't need to go through all of it
  
• Euclidean and Non-Euclidean Geometries - Greenberg
  
  Topology
  
  
• Introduction to Topology - Mendelson
  
  
• Topology - Munkres
  
  Set Theory and Logic
  
  
• Introduction to Set Theory - Hrbacek/Jech
  
  
• Elements of Set Theory - Enderton
  
  
• Mathematical Logic - Kleene
  
  
• Set Theory and the Continuum Hypothesis - Cohen
  
  Combinatorics / Discrete Math
  
  
• Combinatorics - Cameron
  
  
• Concrete Math - Graham/Knuth/Patashnik
  
  
• Discrete Math - Biggs
  
  Graph Theory
  
  
• A First Course in Graph Theory - Chartrand/Zhang
  
  P. S., if you Google search any of the topics above, you are likely to find many resources. You can find a lot of lecture notes by searching, say, "real analysis lecture notes filetype:pdf site:.edu"
  

If your goal is mainly to 'understand the adults in the room' then the above is major overkill in my opinion. PCA basically boils down to an application of the Singular Value Decomposition, which is itself a generalization of matrix diagonalization. The book 'Linear Algebra and Its Applications' by David Lay - which is a standard advanced undergraduate text, loaded with examples and great for 'getting the gist' - wraps up with the SVD and a couple of applied examples of using it for PCA.

I'd hazard that you can pretty easily achieve your goals by grasping the SVD and the basic linear algebra concepts that underpin it (multiplication, eigen values, diagonalization and a couple more).

I'll leave you with a site I've had great success with with others for getting to grips with some of the intuition http://www.uwlax.edu/faculty/will/svd/svd/index.html

David Lay's Linear Algebra and Its Applications

Lecture Notes I used (Go to middle of page)

Linear Algebra and [Linear Algebra and Its Applications] (http://www.amazon.com/dp/0321385179).

Lay's Linear Algebra is a great introduction to linear algebra book.

For the intuition behind linear algebra, watch Essence of linear algebra.

For math you're going to need to know calculus, differential equations (partial and ordinary), and linear algebra.

For calculus, you're going to start with learning about differentiating and limits and whatnot. Then you're going to learn about integrating and series. Series is going to seem a little useless at first, but make sure you don't just skim it, because it becomes very important for physics. Once you learn integration, and integration techniques, you're going to want to go learn multi-variable calculus and vector calculus. Personally, this was the hardest thing for me to learn and I still have problems with it.

While you're learning calculus you can do some lower level physics. I personally liked Halliday, Resnik, and Walker, but I've also heard Giancoli is good. These will give you the basic, idealized world physics understandings, and not too much calculus is involved. You will go through mechanics, electromagnetism, thermodynamics, and "modern physics". You're going to go through these subjects again, but don't skip this part of the process, as you will need the grounding for later.

So, now you have the first two years of a physics degree done, it's time for the big boy stuff (that is the thing that separates the physicists from the engineers). You could get a differential equations and linear algebra books, and I highly suggest you do, but you could skip that and learn it from a physics reference book. Boaz will teach you the linear and the diffe q's you will need to know, along with almost every other post-calculus class math concept you will need for physics. I've also heard that Arfken, Weber, and Harris is a good reference book, but I have personally never used it, and I dont' know if it teaches linear and diffe q's. These are pretty much must-haves though, as they go through things like fourier series and calculus of variations (and a lot of other techniques), which are extremely important to know for what is about to come to you in the next paragraph.

Now that you have a solid mathematical basis, you can get deeper into what you learned in Halliday, Resnik, and Walker, or Giancoli, or whatever you used to get you basis down. You're going to do mechanics, E&M, Thermodynamis/Statistical Analysis, and quantum mechanics again! (yippee). These books will go way deeper into theses subjects, and need a lot more rigorous math. They take that you already know the lower-division stuff for granted, so they don't really teach those all that much. They're tough, very tough. Obvioulsy there are other texts you can go to, but these are the one I am most familiar with.

A few notes. These are just the core classes, anybody going through a physics program will also do labs, research, programming, astro, chemistry, biology, engineering, advanced math, and/or a variety of different things to supplement their degree. There a very few physicists that I know who took the exact same route/class.

These books all have practice problems. Do them. You don't learn physics by reading, you learn by doing. You don't have to do every problem, but you should do a fair amount. This means the theory questions and the math heavy questions. Your theory means nothing without the math to back it up.

Lastly, physics is very demanding. In my experience, most physics students have to pretty much dedicate almost all their time to the craft. This is with instructors, ta's, and tutors helping us along the way. When I say all their time, I mean up until at least midnight (often later) studying/doing work. I commend you on wanting to self-teach yourself, but if you want to learn physics, get into a classroom at your local junior college and start there (I think you'll need a half year of calculus though before you can start doing physics). Some of the concepts are hard (very hard) to understand properly, and the internet stops being very useful very quickly. Having an expert to guide you helps a lot.

Good luck on your journey!

Linear Algebra And Its Applications by Lay. I think I'll download the Kindle apps on my laptop and iPhone and see if the sample from the book renders decently there.

The increased portability would be a godsend, but I'm not sure if the marginal cost of going digital is justified yet.

For algorithms, I would recommend checking out Skiena's "Algorithm Design Manual." One of the cool features are his "War Stories" which give various examples of how the author used and adapted algorithms to solve real-world problems.

For linear algebra, I haven't read it myself but you might try Lay's "Linear Algebra and Its Applications" which probably will have more of a focus on applications than the titles mentioned by KolmogorovTuring.