← EE263: Matrix Methods

Math simulations

Small interactive visualizations for the linear-algebra ideas behind EE263. Open one and change the parameters to build intuition.

Linear maps

2×2 matrix as a transformation

Change the four entries and watch the grid stretch, rotate, shear, and collapse. The columns of A are the basis-vector images.

Calculus → linear algebra

Linearization: tangent line & plane

See the best linear approximation of a nonlinear function in 1D and 2D, and where it stops being accurate.

Interpreting y = Ax

Two views: columns & rows

The output as a mixture of columns, and the solution as the intersection of the row-lines. Make A singular to see both degeneracies at once.

Linear functions

Linear or not?

Probe five hidden maps of the plane: feed inputs, read outputs, and decide which are linear. No formulas shown.

SVD

The SVD is rotate, scale, rotate

Watch A = UΣVT map the unit circle to an ellipse in three steps. The half-axes are the singular values, the max and min gains of A.

SVD · approximation

Low-rank approximation

Rebuild an image from its k largest singular components, the best rank-k approximation. See why photos compress and noise does not.

SVD · data

Principal directions of a point cloud

The SVD of a centered data matrix finds the directions of greatest spread. Drag the points and watch the principal axes track the cloud.

Probability · covariance

The 2D Gaussian and its ellipsoids

Shape a covariance matrix and see the confidence ellipses it implies. Then draw samples and count how many really land inside the 90% one.

Probability · conditioning

Conditioning is slicing

Drag the line where you observed x2. The conditional mean slides affinely along it, and the conditional variance never changes.

Estimation · MMSE

Why the best guess is not the measurement

Prior times likelihood gives the posterior, whose mean is the MMSE estimate: the measurement shrunk toward the prior. Thousands of trials show it wins.