
Recently, learning to do Principal Components Analysis to solve a handwriting recognition problem is what finally shed an enchanted light on linear algebra. The way that a simple matrix of data samples is transformed into an ordered set of principle components (eigenvectors, ordered by eigenvalue) is.. "unreasonably effective" (as they say). The principal components are your signal, and the rest (with eigenvalues ~0) are the noise. the handwriting recognition, btw, works fantastic for my simple application. no need for non-linear kernels and whatnot.