《Deep Learning》花书学习笔记2 - Linear Algebra

Linear Algebra

1 Basic Conception

  1. scalar: a single number
  2. vector: an array of numbers / arranged in order
  3. matrices: 2-D array of numbers
  4. tensors: an array with more than two axes
  5. transpose operation
  6. add operation: the same shape matrices
  7. broadcasting: implicit copying of vector to many locations

2 Multiplying

  1. multiply matrix A and B = C
    shape of A: m x n
    shape of B: n x p
    shape of C: m x p
    mult
  2. multiply matrix A and vector b
    Ax = b
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3 Identity Matrix

all of the entries along the main diagonal is 1
all of the other entries are 0

4 Inverse Matrix

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Matrix inversion is not defined for matrices that are not square

5 Linear Dependence and Span

the span of a set of vectors is the set of all points obtainable by linear combination of the original vectors

6 square and singular

square: m = n
singular: a square matrix with linearly depentdent columns

7 Norms

use norms to measure the size of a vector
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norms: functions mapping vectors to non-negative values
More rigorously, a norm is any function f that satisfies the following properties:
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L1 norm: 请添加图片描述
L max norm:
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Frobenius norm: measure the size of a matrix
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8 diagonal / symmetric / orthogonal matrix

diagonal matrix: non-zero entries only along the main diagonal
symmetric matrix: matrix equal to its own transpose
orthogonal matrix: rows are mutually orthonormal, columns are mutually orthonormal
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9 Eigen-decomposition (特征分解)

eigenvalues
eigenvectors
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The scalar λ is known as the eigenvalue corresponding to this eigenvector

eigen-decomposition of A:
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positive definite: all eigenvalues are positive
positive semidefinite: all eigenvalues are positive or zero-valued
negative definite: all eigenvalues are negative
negative semidefinite: all eigenvalues are negative or zero-valued

10 singular value decomposition

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shape of
A: m x n
U: m x m
a orthogonal matrix
columns of U are known as the left-singular vectors
D: m x n
a diagonal matrix, the elements along the diagonal are the singular values of A
V: n x n
also a orthogonal matrix
columns of V are known as the right-singular vectors

the left-singular vectors: the eigenvectors of 请添加图片描述
the right-singular vectors: the eigenvectors of 请添加图片描述

11 The Moore-Penrose Pseudoinverse(Moore-Penrose伪逆)

pseudoinverse is defined as a matrix:
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pracrical algorithms for computing the pseudoinverse:
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pseudoinverse of D:
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(对角矩阵D对角线上,所有非零元素取倒数,再转置得到)

12 Trace

trace: the sum of all of the daigonal entries of a matrix
trace operation properties:
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13 Determinant

The determinant of a square matrix, denoted det (A ): a function mapping matrices to real scalars

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