Ref G Strang Linear Algebra and Its Applications

Στοιχεία Γραμμικής Αλγεβρας Ref: G. Strang, Linear Algebra and Its Applications, 1986. • Matrix Factorizations (LDU, Spectral, SVD) • SVD and Least Squares • Hermitian and Positive-definite matrices • Fundamental Spaces • Ellipsoids and Positive-definite Matrices • Generalized Eigenvalue Problem • Min-Max Principle and Rayleigh Quotient

Singular Value Decomposition (SVD)

Rayleigh Quotient

Rayleigh Quotient: Αποδειξη

Γενικευμενο Rayleigh Quotient