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Catelog-2

7 The Singular Value Decomposition (SVDSVD)

7.1 Singular Values and Singular Vectors . . . . . . . . . . . . . . 286

7.2 Image Processing by Linear Algebra . . . . . . . . . . . . . . . 287

7.3 Principal Component Analysis (PCAPCA) by the SVDSVD . . . . . . . . . 297

8 Linear Transformations

8.1 The Idea of a Linear Transformation . . . . . . . . . . . . . . 302

8.2 The Matrix of a Linear Transformation . . . . . . . . . . . . . . 309

8.3 The Search for a Good Basis . . . . . . . . . . . . . . . . . . 327

9 Linear Algebra in Optimization

9.1 Minimizing a Multivariable Function . . . . . . . . . . . . . . 336

9.2 Backpropagation and Stochastic Gradient Descent . . . . . . . . 346

9.3 Constraints, Lagrange Multipliers, Minimum Norms . . . . . . . 355

9.4 Linear Programming, Game Theory, and Duality . . . . . . . . . 364

10 Learning from Data

10.1 Piecewise Linear Learning Functions . . . . . . . . . . . . . . 370

10.2 Creating and Experimenting . . . . . . . . . . . . . . . . . . 372

10.3 Mean, Variance, and Covariance . . . . . . . . . . . . . . . . 381

Appendix 1 The Ranks of ABAB and A+BA + B . . . . . . . . . . . . . . . . 400

Appendix 2 Matrix Factorizations . . . . . . . . . . . . . . . . . . . 401

Appendix 3 Counting Parameters in the Basic Factorizations . . . . . . 403

Appendix 4 Codes and Algorithms for Numerical Linear Algebra . . . . . 404

Appendix 5 The Jordan Form of a Square Matrix . . . . . . . . . . . . 405

Appendix 6 Tensors . . . . . . . . . . . . . . . . . . . . . . . . . . 406

Appendix 7 The Condition Number of a Matrix Problem . . . . . . . . . 407

Appendix 8 Markov Matrices and Perron-Frobenius . . . . . . . . . . . 408

Appendix 9 Elimination and Factorization . . . . . . . . . . . . . . . . 410

Appendix 10 Computer Graphics . . . . . . . . . . . . . . . . . . . . 414

Index of Equations . . . . . . . . . . . . . . . . . . . . . . . . . . 419

Index of Notations . . . . . . . . . . . . . . . . . . . . . . . . . . 422

Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423