Lecture

Matrix Decompositions: LU, Cholesky, QR, Eigendecomposition

In course

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Description

This lecture covers modern numerical linear algebra focusing on matrix and vector operations, LU decomposition, Cholesky decomposition, QR decomposition, and Eigendecomposition. It explains how these decompositions exploit special matrix properties for problem-solving. The instructor emphasizes the importance of understanding these concepts for computational physics applications, such as solving systems of linear equations and simulating predator-prey dynamics.

Official source

https://mediaspace.epfl.ch/media/0_xdl946no

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Ontological neighbourhood

Mathematics

Algebra: Linear algebra

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