Python与矩阵论——特征值与特征向量

Python与矩阵论——特征值与特征向量

The Unknown Word

The First Column	The Second Column
receptive field	[ri'septiv] [fild]感受野
filter	滤波器['filte]
toggle movement	['ta:gl]转换 ['muvment]动作
recurrent	循环的[ri'ke:rent]
ReLU	The Rectified Linear Unit
rectified	['rekte faie]整流器
leaky	有漏洞的['liki]
tuning	['tju:ning]调谐
SGD	Stochastic gradient descent
stochastic	[ste'kae stik]随机的
hypothesis	[hai'pa:thesis]假设
SVD	Singular Value Decomposition 万能矩阵分解
singular	['singjule(r)]奇特的
decomposition	[dikamlpe'zition]分解
format	n.版式 vt.格式化

PCA 降维举例

1.X=\(\begin{bmatrix} -1 & -1 & 0 & 2 & 0 \\-2 & 0 & 0 & 1 & 1 \\ \end{bmatrix}\)，\(C_x\)=\(\begin{bmatrix} 6/5 & 4/5 \\ 4/5 & 6/5 \\ \end{bmatrix}\)
2.计算\(C_x\)特征值为：\(\lambda\)=2,\(\lambda_2\)=2/5,特征值特征向量为$\begin{bmatrix} \sqrt{2} \ \sqrt{2} \ \end{bmatrix} $ ，可验证\(\Lambda\)=\(U^T\)\(C_x\)U
3.降维：\(\begin{bmatrix} 1/\sqrt{2}\ & -1/\sqrt{2}\ \end{bmatrix}\)X=\(\begin{bmatrix} -3/\sqrt{2}\ & -1/\sqrt{2}\ & 0 & 3/\sqrt{2}\ & -1/\sqrt{2}\ \end{bmatrix}\)

Gradient vector and Hessian matrix

• Function : f(x)=2\(x_1^3+3x_2^2+3x_1^2x_2-24x_2\)
• calculate(Gradient vector and Hessian matrix): \(\nabla\)f(x)=\(\begin{bmatrix} 6x_1^2+6x_1x_2 \\ 6x_2+3x_1^2-24 \\ \end{bmatrix}\)，\(\nabla^2\)f(x)=6\(\begin{bmatrix} 2x_1+x_2 & x_1 \\ x_1 & 1 \\ \end{bmatrix}\)

The Unknown Word

The First Column	The Second Column
convex optimization	凸规划
optimization	[optemi'zetion]最优化

转载于:https://www.cnblogs.com/hugeng007/p/9446067.html