Matrices
Offered By: statisticsmatt via YouTube
Course Description
Overview
Syllabus
The Kronecker Product.
The Vec Operator.
The Spectral Decomposition (Eigendecomposition).
Positive Eigenvalues of X'X and XX' are equal.
The Singular Value Decomposition.
Generalized Inverse Matrix.
Generalized Inverse for a Symmetric Matrix.
The Singular Value Decomposition (part 2).
Least Squares Inverse Matrix.
The Moore Penrose Pseudoinverse.
Idempotent Matrices.
A Square-Root Matrix.
Extended Cauchy-Schwarz Inequality.
Projection Matrices: Introduction.
Perpendicular Projection Matrix.
Gram-Schmidt Orthonormalization Process: Perpendicular Projection Matrix.
Using R: Gram-Schmidt Orthonormalization Process.
Inverse of a Partitioned Matrix.
Random Vectors and Random Matrices.
2 formulas between the determinant, trace and eigen values of a matrix.
Woodbury Matrix Identity & Sherman-Morrison Formula.
Sum of Perpendicular Projection Matrices.
Taught by
statisticsmatt
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