<< kerne| methols> © AMMI | Rujanola YNenG Tao 2A/st / 2019 PART I: Basics of Linear Aljelra — anah Matrix Calonles only real metres ualess ow g. Def, ( Matrix)» Lex aay ® Phe fet n, On an = Pr. maxs WA, [2 — a. | ER Rooks © A, Square matrix © WA, = Q ER” Vector Conv. (bold pam) A,B X ULV matey Cold print) . x. zy. veeters AV 8, oe, Kr, ary Seal j lnrS Creals ) boll r ( prt) O,+ a(n null matrix Cold poet) I,: ] ta % ident ahi, Def, C Masrix (xltiplicxtion) i gf mammx C= AB cys & m ™ Oo 2 ae be ,? © Lt fe mpl key OG ww Ei] mn ® ls yay ZF yy 4 Ax, S Bl ee WY fe 2 a.ffrop (Multiply partitimed matriees) Def ' A= Pies Be [ves se] mn Au | Aw . I moe r Pes, \ i. ns fern teen) "FP Vis, Ht fab, + Ants, (Basic matrix operations) Tronspoye Al = Cajal Fer Sam matric ¢ vere AT ss. A= ate I Troe t (A) = Zan Prop - CTavertible matrices ) “ A invertisle (At exists ) ® Anszo has only th trivial selutim 220 ws. ie. ker (A)=O , ; Le. Columns of A are binenely ladepenolewt | o a weld invertible if 7 oxigts @ My © we Carh= epee) WrA)= a» tA) + (AB) = & (BA) BIABC) = (BCA) = CORB) cca @® * CAM) = Zaye= WAIL Fahentag norm ofSx» CMotrix Laversin — Lemno, ) o (A+ ucvy*= Ati AUC CT+ VAY) ma neg VA" © (4th) T-—we 1+ ou ex: C Scheu Complement , Tweet portininesh mom ) Suppme = [ei | , ALD Mm invortible . t Deneve Schur Comp lenran-S by Mp == Am Bote Mi += D- CAB Show thst : me = [MO is ta)" — De caypy (M/A) Tatedlude » € Deri vactine a ® fimetion of real Variable ) ye foo = bn Pf Pi rm) fro ke foo i foosk Foo = SUep® of Ke tangent lhng ot x, [=Pef (Matrix Deriverives , Jace bien, 5 Hessin., ) ~ O J = FcR) Vector-velved function of vectors ou oY ox, oe — Da cobian of f . 27 = 8 mi : ax y : Cmratrix ) ve ay ex, rT On ® = f(z o f *) real valued furcin cf vectwrs 2a Sacobian 2 28.7 vem TF Ss ' - Soa \ dee — Eros a oy 2a Hess; f: ad =/[ OR °+-- > a : = Lt = Hey au ou Prax, > See ® = fo matrix—values| function oF reals Jacobian : A eH} Conatrsx) TH. oes DH] ® as FA) real—vabeed Panett of- mato, Jocobla. f fs es _ pe aA, Rak: @ Ati defied by clemeat~by- elomert dleriverioas af col finthin © The erder of Towbin, may depend Ae AT baw G> oy oy JAR. fea i soy © ae YTAx Lomany cre ed oe ATy 3y Ax ® as xt Ax Tow = CA+AT) y Hy (A) = At at O = WY dal = Fp Fayayy® og ax = 2A (Y~ Ax) top -% ae Chain we) 4 2, ulers spedfied | O F=@% , 1S 9 fimetin of ? oy Ox tA oy po 2h a. prof LHS, by of. OY. 35) TZ oem 3 Bey ot BB ey ROE chain rule of RHS, by lof ae [2 Aff. of real Fonction . Bw? 3 ” Fy matt aa (ASS) = Fan 3 > ° : ® l= YAR Rt ioce bed frcting of 2 SL grat ay ox 3g > XA ae YAS© Suppose A isa (matrix —valuest ) fonee va fx DAY) yt aa, da “TA SGA 2 ® us) =o 2 DA HCA) = I 2 Comore ; 3a tb (ABAT)= ACB+B7) 3g tf (ABA) = A% © ® 2% Su 7 T2XHT+2WH HT x- *. = - I WHIl, 2 Cn Zeyh? A U S E "Bean. . ( Eigenwector Equoction) J ae vale wan. AME= Rew Blown, Tank (A) = Munber of nen (Symmetric Mosrix ) AA, Symmeric iff = A= AT (Orthegeml Moan ) why? U, ertlegmal iff = 7s uff ef chy, =i! ait) 6Thm . C Eigen cle mposition ) Aw int {co maty’, be (reel) aye tr chin & amped A= U AU" now Where ee i a isan orthe gona] matnx , hase columns are Ciienvectors ot A Av= AioG OA An) is 7 \ptispma| ote, whew diagonal oe cipanvalale at A oO Symmatnic mots A tavertille © Mtoe Vs OR VAN ne aig cat ay ©“8%. (Ay= za; baer Def, C f OSitive (Sem) de finite motrix’) WA, & 0 PSA. TE ATAx 30. yy ea aAn tO p-4- UE AT Ax >0 » Vx eg" Pop. CEyerrales of Syamemie FEM. matey) © wh, to PSA. BS eu AZO 1 Ofna Ose Syonny fuse, Ape oo Be mi amd Sonn o CF =Thm . CS ingulae Vale De cmsporision , SvD ) A Creal) matt can be dlece on A=uUs yt aa. n whee Wd, Vv Are orthogens| matics hon whese columns, are | non % ms hegstve Teel munbers om diagenl —calleck Singular values eA ———_ denote by ee a ms ma). & \ &x Cor nd yaare! ZX, / Shins thot © XTX and XxT are Syfrometic , pst Q he hen-zero Ctprnlues of X™ owel xT Ore th some , heb ane vive 7's one {oA | Tite, i= rere, MAC oe Singular velar of x.PART TI. Tito to canstranesl Convex Ptimi zation Linear Reotession ; > + Pas Byte Git OT tes = a a mM wa wy ER, neg obser vating ora) “ = Squared boss. ey -fst. 2 (y;-ur)* | = UG-x 3 yr x Empiccal Risk Mintnadration (ERM) ; gin WI XS ce Bey Ber’ Fermat's 7 = 2-2 EXG—xu) es (xt) oe xTy TE (xT) avertible | ae (7%) tary Rok : © (Oreinar a least Spurs solution ts (tear repretaing nos Ww, Best Linear Unbiosesl Extinuate C Gauss — Markey ) | = - ~ - ® x) PP? Pom tnver may net be havert/ le Ameo O85 . Po chitin number ea or tavertible bur ill-eonatheernt” X rain (AT) go OK) Ww is unliael but Gan have very lange VOrianeg Pi . (oete alleviate ths prise! Requlariaarin « * pto. ; Ridge mio Wy Xw Mt Fare dial option ‘ v - . ’ win Wy = xwitt + Alu? st. Uw et dy? w _—~ Pa grons aon Rs) Guseanterd by Sy dealing of 5, al -2* CY-Kw) toa; a5 A Ridge w = (Xt 4A T)4 gr te OY bask f(x +al) is ahwous iwerrille . And Amin XT AT) > Y Ranke: Con Strokes opt —> Uncmstranest TT > Feemat!s In yreral , whet & bo 292 Move + = shiole. Presentott'an, / PREA Kk Gina vector spay Def. (Gener set) Conver set ff VumeX, Yeelon , tytn me Def Comer fiatin) $: Kg, gap, aff Gite, Weelos], Feemtrony Pefias + merfens Def. CCorcowe fimerion) J iS concave He <9 is few oe a * a. ben BoP} xe haytee} ! i (i } ON lo Concawe (by) a a: Conver ( e* }