Notes

Lecture notes and supplementary readings. Drafts are revised during the quarter; report typos via the “Report an issue” link on any page.

Title Topic Notes
Linear Algebra Review, Part I Diagonalization in finite dimensions Draft. Sections 1 and 2 are the essentials.
Linear Algebra Review, Part II Linear algebra in infinite dimensions Draft. Hilbert spaces, compact operators, the Laplacian.
The Davis–Kahan sin Θ Theorem Supplement to the linear algebra review Draft. For the spectral clustering lecture.
Random Walks and Their Convergence Graphs as differential operators, mixing, canonical paths Notes for Lecture 2 (10/1), with full proofs.
Non-Reversible Walks and the Dissipative/Poisson Split Directed graphs, probability currents, and GENERIC Draft. For the lecture on directed graphs and non-reversible Markov chains.
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