Friday, 2 July 2021

Constrained least squares


Constrained least squares

Least squares


Least squares

Generalized inverse of matrices


Generalized inverse of matrices

Properties of SVD


Properties of SVD

Partitioning the SVD


Partitioning the SVD

Proof of singular value decomposition theorem.


Proof of singular value decomposition theorem.

Singular value definition and some remarks.


Singular value definition and some remarks.

Perturbation of eigenvalues Birkhoff's theorem Hoffman - Weilandt theorem


Perturbation of eigenvalues Birkhoff's theorem Hoffman - Weilandt theorem

Condition of eigenvalues for diagonalizable matrices


Condition of eigenvalues for diagonalizable matrices

Implications of Gersgorin disc theorem, condition of eigenvalues


Implications of Gersgorin disc theorem, condition of eigenvalues

Location and perturbation of Eigenvalues Part2: Gersgorin's theorem


Location and perturbation of Eigenvalues Part2: Gersgorin's theorem

Location and perturbation of Eigenvalues Part1: Dominant diagonal theorem


Location and perturbation of Eigenvalues Part1: Dominant diagonal theorem

Eigenvalues: Majorization theorem and proof


Eigenvalues: Majorization theorem and proof

Interlacing theorem (Continued)


Interlacing theorem (Continued)

Interlacing theorem II (Converse)


Interlacing theorem II (Converse)

Interlacing theorem I


Interlacing theorem I

Positive semi-definite matrix, monotonicity theorem and interlacing theorems


Positive semi-definite matrix, monotonicity theorem and interlacing theorems

Weyl's theorem


Weyl's theorem

Summary of Rayliegh-Ritz and Courant-Fischer theorems


Summary of Rayliegh-Ritz and Courant-Fischer theorems