For those looking for more background on the topic, these are the fundamentals: <a href="http:&#x2F;&#x2F;stanford.edu&#x2F;class&#x2F;ee364a&#x2F;lectures&#x2F;num-lin-alg.pdf" rel="nofollow">http:&#x2F;&#x2F;stanford.edu&#x2F;class&#x2F;ee364a&#x2F;lectures&#x2F;num-lin-alg.pdf</a><p>I also strongly recommend the course Convex Optimization. Might help some people avoid neural nets when they don&#x27;t need &#x27;em ;)