Linear Algebra

Randomized Numerical Linear Algebra

Randomized Numerical Linear Algebra

DJ Rich
Posted: April 08, 2024

Some follow up questions from my video on Randomized Numerical Linear Algebra
The Matrix Inversion Lemma

The Matrix Inversion Lemma

DJ Rich
Posted: April 17, 2018

The Matrix Inversion Lemma looks intimidating, but it is easy to know when it applies. Doing so offers considerable computational speed ups.
The Conjugate Gradient Method

The Conjugate Gradient Method

DJ Rich
Posted: August 28, 2017

Utilizing a geometric perspective, we find an efficient algorithm for solving a special kind of system of equations.
Singular Value Decomposition and the Fundamental Theorem of Linear Algebra

Singular Value Decomposition and the Fundamental Theorem of Linear Algebra

DJ Rich
Posted: June 07, 2017

Any linear transformation fixes four subspaces, which delineate outputs that can be reached using inputs that matter.