Cholesky decomposition

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Related lectures (30)

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Linear Systems: Factorization and Cholesky

Explores linear systems, Cholesky factorization, LU factorization, and matrix precision.

Matrix Factorization: LU Decomposition

Explores LU decomposition for matrix factorization and solving linear systems.

Least Squares Solutions

Explains the concept of least squares solutions and their application in finding the closest solution to a system of equations.

Integration of Rational Functions

Covers the integration of rational functions, including the decomposition into partial fractions and the use of complex zeros.

Integration of Rational Functions

Covers the integration of rational functions and the decomposition into irreducible factors.

Flexibility of Models & Bias-Variance Trade-Off

Delves into the trade-off between model flexibility and bias-variance in error decomposition, polynomial regression, KNN, and the curse of dimensionality.

Latent Factor Analysis: Movie Genre Classification

Explores latent factor analysis for movie genre classification based on male versus female leads.

Optimal Gain of Linear Systems

Explains optimal gain in linear systems and explores Cholesky decomposition, Orr mechanism, and lift-up mechanism in fluid dynamics.

Linear Systems: Convergence and Methods

Explores linear systems, convergence, and solving methods with a focus on CPU time and memory requirements.

Scalar Product

Explains the concept of scalar product, its properties, and geometric interpretation.