Found in 2 comments on Hacker News
xiaolingxiao · 2019-07-31
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The professor who wrote this is Jean Gallier, and I had him for advanced linear algebra at Penn. I am also pretty close to him in so far as a student can be close to a professor. On a personal note, he is one of the funniest professor I've had, and all math professors are characters.
For the people who are interested in ML, the thing to remember here is that he is a Serious mathematician, and he values rigor and in-depth understanding above all. A lot of his three star homework problems were basically impossible. He writes books first and foremost so he can understand things better. In math books, there's the book you first read when you don't understand something, then the book you read when you understand everything. This is book in the link.
for linear algebra, this:https://www.amazon.com/Introduction-Linear-Algebra-Gilbert-S...)
Linear Algebra https://www.amazon.com/Introduction-Linear-Algebra-Gilbert-S...
Convex Optimization https://www.amazon.com/Convex-Optimization-Corrections-2008-...
Linear Programming https://www.amazon.com/Introduction-Linear-Optimization-Scie...
Digital Signal Processing https://www.amazon.com/Understanding-Digital-Signal-Processi...
https://www.amazon.com/Discrete-Signal-Processing-Oppenheim-...