ABSTRACT: Truncated singular value decomposition (TSVD) and Golub-Kahan diagonalization are two elementary techniques for solving a least squares problem from a linear discrete ill-posed problems. For ...

Math 307 is a theoretical course in linear algebra, geared primarily for students majoring in mathematics, mathematics and physics, and applied mathematics. (Although everyone is welcome, if you're ...

Prerequisites: MATH 2331 and MATH 3325, and three additional hours of 3000-4000 level Mathematics. Text(s): Linear Algebra, 5th Edition by Stephen H. Friedberg, Arnold J. Insel, Lawrence E. Spence.

I'm solving a generalized eigenvalue problem using scipy.sparse.linalg.eigs. This function is used to efficiently compute a small number of eigenvalue-eigenvector ...

This article presents a from-scratch C# implementation of the second technique: using SVD to compute eigenvalues and eigenvectors from the standardized source data. If you're not familiar with PCA, ...