Diagonalization of Symmetric Matrices

Description

This lecture covers the diagonalization of symmetric matrices, the spectral theorem, and the use of spectral decomposition. It explains the process of finding eigenvalues and eigenvectors, the properties of symmetric matrices, and the conditions for diagonalizability. The lecture also discusses the concept of orthogonality and normalization in the context of symmetric matrices.

Official source

https://mediaspace.epfl.ch/media/0_8py8u0po

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Generalized least squares

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