Mathematical Foundations · Linear Algebra

Linear Algebra: Advanced and Computational Matrix Factorizations

Public introduction · full guide in Eikos

Introduction

What this guide covers

A comprehensive and rigorous analysis of the structural decomposition of matrices, with emphasis on numerical stability, high-performance computational algorithms, spectral analysis, and probabilistic methods.

Overview

Topics covered

  • Introduction
  • Linear Algebra: Advanced Matrix Factorizations
  • Fundamentals and Numerical Stability
  • Vector and Matrix Norms
  • Conditioning of a Problem and Condition Number
  • Numerical Stability according to Wilkinson

Related concepts

Main connections

  • Linear algebra & matrices
  • Permutation & exact tests
  • Principal component analysis (PCA)
  • Normal (Gaussian) distribution
  • Linear regression
  • Regularization (Lasso / Ridge / Elastic Net)

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

‖x‖p=(∑i=1n|xi|p)1/p
View LaTeX source\|x\|_p = \left( \sum_{i=1}^n |x_i|^p \right)^{1/p}