Reading Mathematics (2002) [pdf]
math.cornell.edu
math.cornell.edu
> Read with pencil and paper in hand, making up little examples for yourself as you go on.
I like to find a difficult question that I can answer with an understanding of the material. This acts as a litmus test of my understanding and a forcing function.
The question can be almost anything, but a general approach I use is to write a "compiler" that maps some concept from the material to a concept I already understand (this normally takes the form of a denotational semantics). Then the question would be, "How can I interpret X as Y?" This technique has its limits since the material can't be too far afield from something I already know and the idea isn't novel but it has been effective for me. The critical bit is forcing myself to write down a fairly comprehensive mapping function. This gets me into the dark corners of my understanding very quickly and adds new questions to answer.
Trying to understand something complex as a whole can be daunting and intimidate people from even trying to understand it. But if break it apart into smaller parts and solve/understand those, many times, you find that it wasn't that complex in the first place.
Then I realized that when I was a freshman undergrad, I understood much less than half of the terminology that is considered basic mathematics. The formalisms behind WOLOG and \forall \epsilon >0 \exists \delta > 0 s.t. yadda yadda were completely lost on me. A lot of mathematics is simply familiarity, and that's easy to forget
There's nothing special about mathematics in this regard.
Alright, back to studying.
It covers in detail many topics often glossed over while keeping an eye on what is actually applicable, including such things as (taken from their page):
> More big matrices! We included the Perron-Frobenius theorem, and its application to Google's PageRank algorithm More singular values! We included a detailed proof of the singular value decomposition, and show how it applies to facial recognition: "how does Facebook apply names to pictures?"