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nickhar.wordpress.com
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| | | | 1. Low-rank approximation of matrices Let $latex {A}&fg=000000$ be an arbitrary $latex {n \times m}&fg=000000$ matrix. We assume $latex {n \leq m}&fg=000000$. We consider the problem of approximating $latex {A}&fg=000000$ by a low-rank matrix. For example, we could seek to find a rank $latex {s}&fg=000000$ matrix $latex {B}&fg=000000$ minimizing $latex { \lVert A - B... | |
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almostsuremath.com
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| | | | In this post I attempt to give a rigorous definition of integration with respect to Brownian motion (as introduced by Itô in 1944), while keeping it as concise as possible. The stochastic integral can also be defined for a much more general class of processes called semimartingales. However, as Brownian motion is such an important... | |
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www.ethanepperly.com
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bartwronski.com
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| | Singular components of a light transport matrix - for an explanation of what's going on - keep on reading! In this post Ill describe a small hike into the landscape of using linear algebra methods for analyzing seemingly non-algebraic problems, like light transport. This is very common in some domains of computer science / electrical |