← Syllabus

All Visualizations

Every visualization in one place, grouped by subject. This is a flat browse view — the syllabus is the entry point, where each of these hangs off the topic it belongs to.

Linear Algebra → in the syllabus

Basis, Span & Linear Independence
Dependence, the parallelogram test, span collapsing to a line vs filling the plane, coordinates in a non-standard basis
Row Space & Column Space
Col(A) as reachable outputs, rank-1 collapse, Row(A) in the input space, Null(A) ⊥ Row(A), rank theorem and rank-nullity
Kernel & Range
A transformation as a map: range as everything T can output, kernel as inputs that vanish, fibers as kernel cosets, injective ⟺ ker = {0}, surjective ⟺ range = W, and rank-nullity
Rank & Nullity
Computing rank and nullity by hand: row-reduce, count pivots vs free columns, and read off the kernel basis — worked on a 3×3, a wide and a tall matrix, plus differentiation on polynomials
Matrix-Vector Multiplication
The row rule, column picture, rotation matrix, how A transforms the whole plane, and linearity A(u+v) = Au + Av
Two Ways to Read Ax
Column picture: Ax as a weighted sum of columns. Row picture: each output component as a dot product — rows as questions, null space as the blind spot
Vector Subspaces
Three axioms, the subspaces of ℝ², closure under addition and scaling, span
Dot Product
Vectors, angles, and projection
Inner Product
Three axioms that generalise the dot product to any vector space — weighted inner products, L² function spaces, induced norm, Cauchy-Schwarz, and generalised projection
Gram-Schmidt
Turning any independent set into an orthonormal basis — the projection subtraction trick, why orthogonality is guaranteed, and the QR decomposition
Orthogonal Matrices
QᵀQ = I means transpose is inverse — rotations (det = +1), reflections (det = −1), preserving lengths and angles, and frame change T′ = QTQᵀ
Linear Transformations
T(u+v) = T(u)+T(v) in any vector space — differentiation on polynomials, integration, transpose on matrices, kernel, image, rank-nullity, and matrix representation
Cross Product
Perpendicular vectors and parallelogram area
Moment of a Force
Torque as a cross product: M = r × F
Determinant
Area scaling, orientation, and collapse — the geometry behind ad − bc
Trace
Why the diagonal sum is basis-independent — eigenvalue sum, infinitesimal determinant, and the cyclic property tr(AB) = tr(BA)
Inverse Transformation
A⁻¹ undoes A — the round-trip identity and why singular matrices have no inverse
Eigenvectors
Av = λv — the special directions a matrix only stretches, never rotates
Eigenspaces
E_λ = Null(A − λI) as a subspace — geometric vs algebraic multiplicity, repeated eigenvalues, and defective (non-diagonalisable) matrices
Tensors
Rank, transformation law T′ = RTRᵀ, index notation, and principal axes as eigenvectors

Probability → in the syllabus

De Morgan's Laws
(A∪B)ᶜ = Aᶜ∩Bᶜ and (A∩B)ᶜ = Aᶜ∪Bᶜ — visualised as Venn diagrams
Conditional Probability
P(A|B) = P(A∩B)/P(B) as shrinking the sample space — and why P(A|B) ≠ P(B|A)
Bayes' Rule & Total Probability
Partitioning P(A), inverting conditionals, the rare-disease test, and the chain rule for n events
Multinomial: Marginals & Lumping
Any single category of a multinomial is Binomial, and merging categories keeps it Multinomial (B&H 7.4.4) — a marginal is just lumping everything else into "other". Empirical draws land on the exact Binomial pmf
Covariance & Correlation
Covariance as averaged co-deviation, its unit-dependence flaw, and correlation as the scale-free fix in [−1,1] — plus the two traps: it only sees straight lines, and uncorrelated ≠ independent (Y = X²)
The Multivariate Normal
A normal random vector as a cloud in the plane: every projection is a bell, μ and Σ pin it down, Σ's eigenvectors are the ellipse axes, uncorrelated ⇒ independent (the Gaussian miracle), and conditioning gives the regression line
Moment Generating Functions
M(t)=E[e^{tX}] as one function that packages a distribution: the Taylor expansion showing moments ARE the coefficients, reading them off as derivatives at 0 (M′(0)=E[X], Var=M″(0)−M′(0)²), sums becoming products (n exponentials → (λ/(λ−t))ⁿ = Gamma's MGF), and uniqueness as the fingerprint that makes it a proof
Change of Variables & the Jacobian
How a density transforms under Y = g(X): conserving probability gives f_Y = f_X/|g′(x)| in 1D; in 2D the Jacobian is the local linear map, |det J| is the area-scaling factor, and f_Y = f_X/|det J| — visualized with grid deformation, a |det J| field, and a pushed-through Gaussian cloud
Convolution: Sum of Two R.V.s
The density of T = X + Y (B&H Thm 8.2.1), two ways: summing the independent joint PMF along the anti-diagonal x+y=t, and the continuous flip-and-slide — f_T(t) = ∫ f_X(x)f_Y(t−x)dx as the overlap area of f_X with a flipped, shifted f_Y. Shows uniform⊛uniform = triangle and why sums smooth toward a bell
Convolution: Uniform + Exponential
A full worked example: X ~ Uniform(0,a) plus Y ~ Exp(λ). Flip-and-slide the exponential, watch the integral's upper limit switch from t to a, and derive the piecewise density — (1/a)(1−e^{−λt}) rising to a peak at t=a, then (1/a)(e^{λa}−1)e^{−λt} decaying — a smoothed exponential
The Beta Distribution
The distribution of a probability: two shape parameters sculpt every shape on [0,1] (Uniform, U, skew, spike), the mean α/(α+β) and concentration α+β, and the conjugate-prior magic — flip coins and watch Beta(α,β) → Beta(α+s, β+f) update by just adding counts, with α,β as pseudo-counts
The Gamma Distribution
The waiting time for the α-th event: shape α and rate λ, the Exponential as α=1, Gamma as a sum of α exponential waits (time to the α-th Poisson event) drifting to a bell as α grows (CLT), mean α/λ and variance α/λ², and the Beta–Gamma split X/(X+Y) ~ Beta
Markov Chains
Discrete-time, discrete-state chains via a 3-state weather chain: the memoryless Markov property, the transition matrix (rows are conditional distributions summing to 1), a distribution evolving by π ↦ πP, the stationary distribution πP=π that every start converges to, why convergence needs irreducibility + aperiodicity (a period-2 chain oscillates forever), and reversibility / detailed balance as the engine behind MCMC
Independence of Events
P(A∩B)=P(A)P(B), why independent ≠ disjoint, and conditional independence
Pairwise vs. Mutual Independence
Why every pair being independent doesn't make events mutually independent — the two-coin parity counterexample

Differential Equations → in the syllabus

ODE Overview
Slope fields, solution curves, initial conditions, order and linearity
The Pendulum
SHM, phase portrait, separatrix, and nonlinear period corrections
The Heat Equation
∂u/∂t = α ∂²u/∂x² — Fourier modes, diffusion, decay rates

Dynamics & Orbital Mechanics → in the syllabus

Angular Velocity
Why ω is orthogonal, and v = ω × r
Plane Motion
Radial and transverse components in polar coordinates
Instantaneous Center
The point about which the body is rotating instantaneously
Euler Angles
ψ, θ, φ and transformation of displacements
Areal Rate
r × v, equal areas, and Kepler's second law
Circular Motion
v = rω, centripetal and tangential acceleration
Kepler's First Law
Orbits are conic sections — derived from Newton's inverse-square law via Binet's substitution
Kepler's Second Law
Equal areas in equal times — conservation of angular momentum h = r²θ̇
Kepler's Third Law
T² = 4π²a³/K — period depends only on semi-major axis, not eccentricity
Impulse & Momentum
Visualisation of impulse and momentum
Satellite Orbits
Radial & transverse equations, Binet's substitution, orbit as a conic
Two-Body Problem
CoM reduction, relative coordinate, and reduced mass
Orbit from Initial Conditions
χ, eccentricity from v₀ and β₀, and the Fig 4.9-2 chart
Hohmann Transfer
Cotangential transfer between coplanar circular orbits, Δv₁, Δv₂, transfer time
Repulsive Inverse-Square Force
F = +K/r² produces the repulsive branch of a hyperbola — Rutherford scattering geometry
Impulsive Orbit Change
Δv at θ* = 150° transfers between two orbits sharing the same apse line — velocity vector decomposition into Δvₜ and Δvₙ
Orbit from Burnout (Ex. 4.13-I)
Given χ = r₀v₀²/K, β₀, and r₀/R at engine cutoff, derive e, a/R, and initial position θ₀ relative to perigee
Conic Sections
Eccentricity, focus-directrix definition, and the polar equation
Ellipse Geometry
Semi-axes, area = πab, focal properties, and the bridge to orbital mechanics
Polhode & Herpolhode
The motion of the instantaneous rotation axis in body and space frames
Moment of Momentum
Velocity of a point on a rigid body → h_i = r_i × m_i v_i → H = Iω
Bar Inertia & Angular Momentum
Inertia tensor of a slender bar at angle θ — moments, products, and H = [I]·ω when spinning about z

Deep Learning → in the syllabus

Perceptron
Weighted sum, activation, decision boundary, and the learning rule
Shallow Neural Network
How ReLU hidden units fold the input space into a piecewise linear surface — Figure 3.8 from Prince
Why ReLU?
Why composing linear layers collapses to a single line (w₂(w₁x+b₁)+b₂ is still affine), so a nonlinearity is essential; ReLU as the simplest bend, one unit as a placeable hinge, and summing hinges to trace any curve — plus why its gradient of 1 beats sigmoid/tanh saturation
A Simplified Network
Prince Fig 8.4 — three ReLU units with frozen weights and joints pinned at 1/3 and 2/3. Four parameters span exactly the 3-segment piecewise-linear functions, and nothing else — which is bias, made visible
The Curse of Dimensionality
Volume flees to the corners, everything lives in the shell, and distances concentrate until "nearest" stops meaning anything — then why deep learning survives 150,528 dimensions anyway: intrinsic, not ambient, dimension is what bites
Inductive Bias
Infinitely many functions fit the same points exactly, so the data cannot choose — something else must. Five interpolants, all with zero training error, and the no-free-lunch punchline: the assumption that wins on a sine is catastrophic on a step
Double Descent
Past the interpolation threshold, training error stays pinned at zero while the fitted curve smooths out and ‖w‖ collapses — why hugely overparameterised networks generalise. Every curve computed, none illustrated
Noise, Bias & Variance
The three sources of test error, isolated one at a time on a polynomial-fit playground — the irreducible noise floor, a model too simple, a model too twitchy — then recombined into the U-shaped total
Multi-class Cross-Entropy
Logits → softmax → probabilities → L = −log(p_c), and the gradient that falls out: ∂L/∂z = p − y. Shows why squared error stalls exactly when the model is confidently wrong
Backpropagation
A fine-grained computation graph for one sigmoid neuron — forward pass node-by-node, then the chain rule flowing backward via each node's local rule (+ copies, × swaps, σ scales by a(1−a))
Convolutional Networks
A 3×3 kernel slides and takes a dot product to build a feature map; kernels as learned edge/blur detectors, parameter sharing → translation equivariance (shift the input, the map shifts), stride/padding sizing, max-pooling, and the receptive field growing with depth
Channels in CNNs
The depth axis untangled: an image as an H×W×C stack, one filter spanning all input channels to collapse them into a single feature map, K filters making K output channels, why space is weight-shared but channels are dense, channels as feature types, and the 1×1 convolution as pure channel mixing
Why Multiple Output Channels?
The "not four copies" lesson: one filter answers one question, why running the same filter four times would be redundant, four different learned filters giving four different feature maps, output channels as four different questions, untangling the within-filter (input-channel) index from the across-filter index in h^(k), and K as a design dial you drag
Dot-Product Self-Attention
The transformer's core op, step by step: tokens as vectors, the shared W_Q/W_K/W_V projections (parameter sharing across positions), scores as dot products q_i·k_j, softmax into attention weights, and the output as a weighted sum of values — closing on the shared-weights-vs-dynamic-attention distinction

Tools

Distribution Calculator
PMF/PDF and CDF of named distributions with live parameter sliders, point and inverse-CDF queries, and moments — Normal, Binomial, Poisson, t, χ², Gamma, Beta and more
Statistical Tests
One- and two-sample t-tests, paired t-test, and chi-square goodness-of-fit — paste data, pick α, read the statistic, df, p-value and verdict