The course provides a brief overview of the basic mathematical tools needed by the subsequent courses of the program. It introduces the students to the mathematical methods behind scientific techniques for extracting information/knowledge from large data sets. To avoid the boredom and difficulties in understanding unnecessarily over detailed mathematical proofs and formulas, our course focuses on the mathematical concepts and techniques that are motivated by examples from real world applications. These concepts and techniques are then realized in Python and other programming languages. Topics include linear algebra, matrix computation, multi-variate calculus, optimization, and statistics.