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www.ethanepperly.com
| | thenumb.at
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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...
| | nhigham.com
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| | For a polynomial $latex \notag \phi(t) = a_kt^k + \cdots + a_1t + a_0, $ where $latex a_k\in\mathbb{C}$ for all $latex k$, the matrix polynomial obtained by evaluating $latex \phi$ at $latex A\in\mathbb{C}^{n \times n}$ is $latex \notag \phi(A) = a_kA^k + \cdots + a_1A + a_0 I. $ (Note that the constant term is...
| | ksimek.github.io
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