DA623 Assignment

Manish Kumar - 200102108

TOPIC : Matrix Decompositions, types and Practical usefulness (3)

Following Matrix decompositions are covered :

1. LU decomposition
2. Singular Value Decomposition (SVD)
3. Cholesky Decomposition
4. QR Decomposition
5. Eigen Decomposition

Getting Started

Clone the Repo:

!git clone https://github.com/The-DefaultCube/DA623_assignment

GOOGLE COLAB URL: https://colab.research.google.com/drive/1PPoATBj2KJ-bu5cJu9xj32g4oXwPdB5G?usp=sharing

References

• https://en.wikipedia.org/wiki/Singular_value_decomposition
• https://www.youtube.com/watch?v=QQ8vxj-9OfQ
• http://www-stat.wharton.upenn.edu/~stine/stat540/factor.pdf
• https://johnwlambert.github.io/least-squares/#qr-for-lstsqr
• https://pi.math.cornell.edu/~mec/Winter2009/RalucaRemus/Lecture3/lecture3.html
• http://www.math.iit.edu/~fass/477577_Chapter_7.pdf
• https://www.math.ucdavis.edu/~linear/old/notes11.pdf