This book covers vector calculus up to the integral theorems; linear algebra up to the spectral theorem; and harmonic analysis until the Dirichlet theorem on convergence of Fourier series with applications to partial differential equations. It also contains a unique introduction to proofs, while providing a solid foundation in understanding the proof techniques better.The book incorporates fundamentals from advanced calculus and linear algebra but it is still accessible to a rather general student audience.Students will find materials that are usually left out like differential forms in calculus, the Taylor theorem in arbitrary dimensions or the Jordan normal form in linear algebra, the convergence proof of Fourier series, and how to do calculus on discrete networks.The contents of this book were used to teach in a two-semester course at Harvard University during fall 2018 and spring 2019. For the last 30 years, Oliver Knill has taught calculus, linear algebra, probability theory and differential equations starting at ETH Zurich, moving onward to Caltech, and the University of Arizona, and ever since 2000, at Harvard.