Sample mean and covarianceThe sample mean (sample average) or empirical mean (empirical average), and the sample covariance or empirical covariance are statistics computed from a sample of data on one or more random variables. The sample mean is the average value (or mean value) of a sample of numbers taken from a larger population of numbers, where "population" indicates not number of people but the entirety of relevant data, whether collected or not. A sample of 40 companies' sales from the Fortune 500 might be used for convenience instead of looking at the population, all 500 companies' sales.
CovarianceIn probability theory and statistics, covariance is a measure of the joint variability of two random variables. If the greater values of one variable mainly correspond with the greater values of the other variable, and the same holds for the lesser values (that is, the variables tend to show similar behavior), the covariance is positive. In the opposite case, when the greater values of one variable mainly correspond to the lesser values of the other, (that is, the variables tend to show opposite behavior), the covariance is negative.
SolverA solver is a piece of mathematical software, possibly in the form of a stand-alone computer program or as a software library, that 'solves' a mathematical problem. A solver takes problem descriptions in some sort of generic form and calculates their solution. In a solver, the emphasis is on creating a program or library that can easily be applied to other problems of similar type. Types of problems with existing dedicated solvers include: Linear and non-linear equations.
Rayleigh quotientIn mathematics, the Rayleigh quotient (ˈreɪ.li) for a given complex Hermitian matrix and nonzero vector is defined as:For real matrices and vectors, the condition of being Hermitian reduces to that of being symmetric, and the conjugate transpose to the usual transpose . Note that for any non-zero scalar . Recall that a Hermitian (or real symmetric) matrix is diagonalizable with only real eigenvalues. It can be shown that, for a given matrix, the Rayleigh quotient reaches its minimum value (the smallest eigenvalue of ) when is (the corresponding eigenvector).
