This course will introduce some basic matrix analysis theory and some popular matrix computation algorithms, and illustrate how they are actually used in data science. Specific topics include advanced linear algebra such as orthogonal projections and vector and matrix norms; the theories and computations of matrix factorizations such as QR decomposition, Singular Value Decomposition (SVD), and Schur decomposition; and applications to data analysis problems such as principle component analysis via SVD and collaborative filtering via matrix completion.