Tag: numerical-linear-algebra

From SVD to PCA

The applications of Singular Value Decomposition (SVD) are manifold. In this post, we will focus on the application of SVD to PCA, which is a great tool for dimensionality reduction.

QR Factorization

A QR factorization is a factorization of a matrix A into a product A = QR of an orthogonal matrix Q and an upper triangular matrix R. This kind of decomposition is useful in solving linear least squares problems and in the eigendecomposition of a matrix, which shows the structure of the matrix in terms of its eigenvalues and eigenvectors.

Solving Linear Systems

Linear systems of equations are the bread and butter of numerical linear algebra. Solving them is at the core of many machine learning algorithms and engineering applications.

Floating-Point Arithmetic

Floating-Point arithmetic is a way of representing real numbers in a computer. It is a way of representing numbers in a computer that is not exact, but is fast and efficient. It is a fundamental concept in numerical computing.