02-02Notes
A working library of the mathematics behind the analysis.
524 notes in 7 areas, from notation to machine learning. Each takes one formula: what it says, a small worked example, and code that runs. Revised in place. Page 6 of 22.
IndexAll notes
02-02-121Nested radicals02-02-122Power of radical02-02-123Addition/Subtraction Rule02-02-124Division rule02-02-125Multiplication rule02-02-126Constant extraction02-02-127Distribution over addition02-02-128Exponentiation of a sum02-02-129Index shifting02-02-130Splitting sums02-02-131Sum of a product (log)02-02-132Cholesky Decomposition (for PD matrix A)02-02-133Low-Rank Approximation (truncated SVD)02-02-134Singular Value Decomposition02-02-135Characteristic Equation02-02-136Computing Inverse via Eigenvectors02-02-137Eigenvector Equation02-02-138Matrix Expansion Eigendecomposition02-02-139Cauchy-Schwarz Inequality02-02-140Gram-Schmidt (Alternative)02-02-141Gram-Schmidt (Initialization)02-02-142Gram-Schmidt (Step k, projection subtraction)02-02-143Inner Product Axioms (positive definiteness)02-02-144Orthogonality Condition