linear algebra

2022

[Linear Algebra] Neumann Series

Explains the Neumann series, its convergence condition, and how it approximates matrix inverses like (I - aA)^{-1}, with a Python implementation example.

[Linear Algebra] Spectral Decomposition

Derives the spectral decomposition of symmetric matrices from eigenvalues and eigenvectors, relates it to SVD, and gives a Python implementation example.

[Linear Algebra] Useful Formulas

Compiles useful matrix formulas from the Matrix Cookbook covering transpose, trace, determinant, differentiation, and the Woodbury inversion identity.

[Linear Algebra] Cofactor Expansion

Explains matrix cofactors and cofactor expansion with worked examples, and implements determinant calculation via cofactors in Python.

2021

[Linear Algebra] Rayleigh Quotient

Explains properties of the Rayleigh quotient for symmetric matrices, proves its max/min via Lagrange multipliers, with a Python example.