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Approximation

The purpose of approximation is finding optimal point $$x^*$$ i.e. $$\nabla F(x^*) = 0$$. We need a step/search direction $$\Delta x$$ …

Singular vector decomposition

Bases are the central idea of linear algebra. An invertable square matrix has eigenvectors. A symetric matrix has orthogonal …

Low rank matrix and compressed sensing

This is a note for part III of Linear Algebra and learning from data, Gilbert Strang The main themes are sparsity (Low rank), …