I would love to understand more about this subject, and I have tried to learn it the same way I learned how to program: by Googling and working on my own problems. However, the resources simply don't seem to be there in the same way. What's the deal, here?
I would suggest the method that works (and is proven to work by the gazillion undegraduate mathematicians and physicists who get it to work every year): get some tutoring in the topic and/or acquire some quality undegraduate (or graduate) textbooks.
Once you have the basic principles down (basically the curriculum of a degree), you will still find it hard to approach a completely new topic like "convex sets/functions/optimisations", but you'll have a method that works.
What, you mean if I complain hard enough, the knowledge will not zap itself into my brain, or magically appear in my browser window? Preposterous! Shenanigans! Chicanery!
Joking aside... I'll have to start snooping around for some good textbooks. I bet a couple of HNers out there might have some good suggestions, too!
PS: I did a physics degree, so my favourite books are maths for physicists... maybe former Maths students will have "purer" books to recommend. Anyway, between these two, you'll have a good year or two of hard studying before you need to buy another one :-)
Comments
I would love to understand more about this subject, and I have tried to learn it the same way I learned how to program: by Googling and working on my own problems. However, the resources simply don't seem to be there in the same way. What's the deal, here?
I would suggest the method that works (and is proven to work by the gazillion undegraduate mathematicians and physicists who get it to work every year): get some tutoring in the topic and/or acquire some quality undegraduate (or graduate) textbooks.
Once you have the basic principles down (basically the curriculum of a degree), you will still find it hard to approach a completely new topic like "convex sets/functions/optimisations", but you'll have a method that works.
What, you mean if I complain hard enough, the knowledge will not zap itself into my brain, or magically appear in my browser window? Preposterous! Shenanigans! Chicanery!
Joking aside... I'll have to start snooping around for some good textbooks. I bet a couple of HNers out there might have some good suggestions, too!
For a good grounding in a lot of maths, I have somewhat fond memories of Boas: http://www.amazon.com/Mathematical-Methods-Physical-Sciences...
Arfken was also tough, but excellent: http://www.amazon.com/Mathematical-Methods-Physicists-Sixth-...
Yes, these books are fucking expensive.
PS: I did a physics degree, so my favourite books are maths for physicists... maybe former Maths students will have "purer" books to recommend. Anyway, between these two, you'll have a good year or two of hard studying before you need to buy another one :-)
If you're looking for something less pricey... I highly recommend Stephen Boyd's book (free here: http://www.stanford.edu/~boyd/cvxbook/), as well as his cvx matlab toolbox. There are also some video lectures which might be less mind-numbing (http://www.stanford.edu/class/ee364a/index.html).
Expensive? I had to buy http://www.amazon.com/Statistical-Mechanics-Thermodynamics-B...
Half the number of pages, double the price.