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nhigham.com | ||
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arkadiusz-jadczyk.eu
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djalil.chafai.net
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| | | | This post is devoted to few convex and compact sets of matrices that I like. The set \( {\mathcal{C}_n} \) of correlation matrices. A real \( {n\times n} \) matrix \( {C} \) is a correlation matrix when \( {C} \) is symmetric, semidefinite positive, with unit diagonal. This means that \[ C_{ii}=1, \quad C_{ji}=C_{ji},\quad \left\geq0 \] for every \(... | |
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hadrienj.github.io
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| | | | In this post, we will see special kinds of matrix and vectors the diagonal and symmetric matrices, the unit vector and the concept of orthogonality. | |
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fa.bianp.net
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| | The Langevin algorithm is a simple and powerful method to sample from a probability distribution. It's a key ingredient of some machine learning methods such as diffusion models and differentially private learning. In this post, I'll derive a simple convergence analysis of this method in the special case when the ... |