MIT 18.065 Matrix Methods
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MIT 18.065 Matrix Methods in Data Analysis, Signal Processing, and Machine Learning, Spring 2018
Instructor: Gilbert Strang
https://ocw.mit.edu/courses/mathematics/18-065-matrix-methods-in-data-analysis-signal-processing-and-machine-learning-spring-2018/
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Lecture 8:Norms of Vectors and Matrices
矩阵和向量的范式(Norms for Vectors and Matrices)1 Vector NormspForm1∥x∥1=∣x1∣+⋯+∣xn∣\|x\|_1=\vert x_1 \vert+\cdots+ \vert x_n \vert∥x∥1=∣x1∣+⋯+∣xn∣2∥x∥2=∣x1∣2+⋯+∣xn∣2\|x\|_2=\sqrt{\vert x...原创 2019-10-12 11:21:28 · 445 阅读 · 0 评论 -
Lecture 6: Singular Value Decomposition(SVD)
Singular Value Decomposition(SVD)compared with: S=QΛQTA=UΣVT\begin{aligned}\text{compared with: } S=Q\Lambda Q^T\\A=U\Sigma V^T\end{aligned}compared with: S=QΛQTA=UΣVTKey: ...原创 2019-09-24 16:59:30 · 194 阅读 · 0 评论 -
Lecture 7:Eckart-Young: The Closest Rank k Matrix to A
Eckart-Young: The Closest Rank k Matrix to A1 Eckart-Young Theorem(low rank approximation)If BBB has rank kkk, then ∥A−B∥≥∥A−Ak∥\lVert A-B \rVert \ge \lVert A-A_k \rVert∥A−B∥≥∥A−Ak∥说明在所有秩(rank)为...原创 2019-09-20 11:22:45 · 1965 阅读 · 0 评论