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I am a programmer/analyst with limited (and pretty rusty) knowledge of math.

"Just for the heck of it" I have decided to try my hand at Stanford's introductory course on Artificial Intelligence and according to their course description:


A solid understanding of probability and linear algebra will be required.

Can someone please point me to concise introductory texts on these two topics? I don't know if what I'd like even exists (i.e. is there anything like "Linear Algebra for dummies"?) but my main requisites would be:

  • Concise, as in "I doubt I can go through a 500 pages book"
  • Easy to approach (If the book itself has its own list of prerequisites, I doubt I can make much use of it, either).

I can't be much more specific than this (the course introduction doesn't tell much more, unless they have recently updated it).

Thanks in advance!

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If you're taking that course, there should be the option of asking the teacher... – J. M. Aug 17 '11 at 7:00
The course is an "experiment" in trying to see what happens by having an online, free course open to thousands of applicants. If you check their page you will see that they want to try if they can scale well enough (while still having the "real life" course at Stanford). Lessons will be available as video/podcasts and tests will be automated as much as possible. I doubt they will answer individual questions, unless you are actually in Stanford, i.e. a "regular" student. – p.marino Aug 17 '11 at 13:21
To complement a good textbook, I can't recommend Gilbert Strang's 'Linear Algebra' course enough. Lectures are freely available from MIT Open CourseWware. You don't need to go through every single lecture, but they cover a good range of basic topics and I'd recommend it if you find yourself struggling with any particular concept. – tom Sep 16 '11 at 13:08
@tomThanks for pointing out the MIT course - really great. – TheBirdistheWord Nov 15 '11 at 14:41

For Linear Algebra I think that the (free) book by Heffron is pretty good.

For probability I don't know too much, but maybe the first half of Tijms book

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The best books I know that fit your criteria Marino are:

Introduction To Probability Theory by Hoel, Port and Stone (make sure you get the 1971 edition;the later editions are terrible) This is the text I learned probability from under the very sure hand of Stefan Ralescu. I think you'll find it's exactly what you're looking for,but you really need to have a good grasp of calculus to read it. But if you've got that,you'll find it a treasure.

Linear Algebra.4th edition by Charles Curtis: Theoretical and concise, but with a lot of applications. And the best discussion you'll find of the Jordan form anywhere.

That should get you started. Good luck!

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Why the downvote!? – Mathemagician1234 Sep 18 '11 at 18:54
There is literally no reason to ever use all caps on this site - so don't (I have edited your comment to remove them). If you really absolutely must, use *text* and **text** for italics or bold, respectively. – Zev Chonoles Oct 6 '11 at 4:23
@Zev I cannot believe you downvoted me for that. Unreal........... – Mathemagician1234 Aug 16 '12 at 7:56

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