Linear Regression and OLS Matrix Derivative Derivation
Recent posts
Notes on Numerical Elimination
In a past post I discussed some of the numerical ways to decompose into two other matrices, one lower triangular \(L\) and one upper triangular \(U\). Th...
The Inverse and LU Decomposition Agorithms
We usually use a matrix to denote a change, a linear transformation that affects the space we are working with. And almost as if following Newton’s third...
Orthogonality and the Gram-Schmidt Algorithm
Orthogonality is a generalization of well known notion of perpendicularity in geometry. The word comes from the Greek ὀρθός (orthos), meaning “upright”, ...
Norms and Inner Products
If you were to describe a vector you most probably would use its basis to orient it in space and then describe its length and direction. I want to focus ...