Numerical Linear Algebra And Optimization

Numerical Linear Algebra And Optimization PDF Author: Philip E. Gill
Publisher: Westview Press
ISBN:
Category : Mathematics
Languages : en
Pages : 454

Get Book Here

Book Description
Numerical linear algebra and opt./Gill, P.E.- v.1

Numerical Linear Algebra And Optimization

Numerical Linear Algebra And Optimization PDF Author: Philip E. Gill
Publisher: Westview Press
ISBN:
Category : Mathematics
Languages : en
Pages : 454

Get Book Here

Book Description
Numerical linear algebra and opt./Gill, P.E.- v.1

Introduction to Numerical Linear Algebra and Optimisation

Introduction to Numerical Linear Algebra and Optimisation PDF Author: Philippe G. Ciarlet
Publisher: Cambridge University Press
ISBN: 9780521339841
Category : Computers
Languages : en
Pages : 456

Get Book Here

Book Description
The purpose of this book is to give a thorough introduction to the most commonly used methods of numerical linear algebra and optimisation. The prerequisites are some familiarity with the basic properties of matrices, finite-dimensional vector spaces, advanced calculus, and some elementary notations from functional analysis. The book is in two parts. The first deals with numerical linear algebra (review of matrix theory, direct and iterative methods for solving linear systems, calculation of eigenvalues and eigenvectors) and the second, optimisation (general algorithms, linear and nonlinear programming). The author has based the book on courses taught for advanced undergraduate and beginning graduate students and the result is a well-organised and lucid exposition. Summaries of basic mathematics are provided, proofs of theorems are complete yet kept as simple as possible, and applications from physics and mechanics are discussed. Professor Ciarlet has also helpfully provided over 40 line diagrams, a great many applications, and a useful guide to further reading. This excellent textbook, which is translated and revised from the very successful French edition, will be of great value to students of numerical analysis, applied mathematics and engineering.

Linear Algebra and Optimization for Machine Learning

Linear Algebra and Optimization for Machine Learning PDF Author: Charu C. Aggarwal
Publisher: Springer Nature
ISBN: 3030403440
Category : Computers
Languages : en
Pages : 507

Get Book Here

Book Description
This textbook introduces linear algebra and optimization in the context of machine learning. Examples and exercises are provided throughout the book. A solution manual for the exercises at the end of each chapter is available to teaching instructors. This textbook targets graduate level students and professors in computer science, mathematics and data science. Advanced undergraduate students can also use this textbook. The chapters for this textbook are organized as follows: 1. Linear algebra and its applications: The chapters focus on the basics of linear algebra together with their common applications to singular value decomposition, matrix factorization, similarity matrices (kernel methods), and graph analysis. Numerous machine learning applications have been used as examples, such as spectral clustering, kernel-based classification, and outlier detection. The tight integration of linear algebra methods with examples from machine learning differentiates this book from generic volumes on linear algebra. The focus is clearly on the most relevant aspects of linear algebra for machine learning and to teach readers how to apply these concepts. 2. Optimization and its applications: Much of machine learning is posed as an optimization problem in which we try to maximize the accuracy of regression and classification models. The “parent problem” of optimization-centric machine learning is least-squares regression. Interestingly, this problem arises in both linear algebra and optimization, and is one of the key connecting problems of the two fields. Least-squares regression is also the starting point for support vector machines, logistic regression, and recommender systems. Furthermore, the methods for dimensionality reduction and matrix factorization also require the development of optimization methods. A general view of optimization in computational graphs is discussed together with its applications to back propagation in neural networks. A frequent challenge faced by beginners in machine learning is the extensive background required in linear algebra and optimization. One problem is that the existing linear algebra and optimization courses are not specific to machine learning; therefore, one would typically have to complete more course material than is necessary to pick up machine learning. Furthermore, certain types of ideas and tricks from optimization and linear algebra recur more frequently in machine learning than other application-centric settings. Therefore, there is significant value in developing a view of linear algebra and optimization that is better suited to the specific perspective of machine learning.

Numerical Linear Algebra and Matrix Factorizations

Numerical Linear Algebra and Matrix Factorizations PDF Author: Tom Lyche
Publisher: Springer Nature
ISBN: 3030364682
Category : Mathematics
Languages : en
Pages : 376

Get Book Here

Book Description
After reading this book, students should be able to analyze computational problems in linear algebra such as linear systems, least squares- and eigenvalue problems, and to develop their own algorithms for solving them. Since these problems can be large and difficult to handle, much can be gained by understanding and taking advantage of special structures. This in turn requires a good grasp of basic numerical linear algebra and matrix factorizations. Factoring a matrix into a product of simpler matrices is a crucial tool in numerical linear algebra, because it allows us to tackle complex problems by solving a sequence of easier ones. The main characteristics of this book are as follows: It is self-contained, only assuming that readers have completed first-year calculus and an introductory course on linear algebra, and that they have some experience with solving mathematical problems on a computer. The book provides detailed proofs of virtually all results. Further, its respective parts can be used independently, making it suitable for self-study. The book consists of 15 chapters, divided into five thematically oriented parts. The chapters are designed for a one-week-per-chapter, one-semester course. To facilitate self-study, an introductory chapter includes a brief review of linear algebra.

Applied Numerical Linear Algebra

Applied Numerical Linear Algebra PDF Author: James W. Demmel
Publisher: SIAM
ISBN: 0898713897
Category : Mathematics
Languages : en
Pages : 426

Get Book Here

Book Description
This comprehensive textbook is designed for first-year graduate students from a variety of engineering and scientific disciplines.

Introduction to Applied Linear Algebra

Introduction to Applied Linear Algebra PDF Author: Stephen Boyd
Publisher: Cambridge University Press
ISBN: 1316518965
Category : Business & Economics
Languages : en
Pages : 477

Get Book Here

Book Description
A groundbreaking introduction to vectors, matrices, and least squares for engineering applications, offering a wealth of practical examples.

Numerical Methods for Unconstrained Optimization and Nonlinear Equations

Numerical Methods for Unconstrained Optimization and Nonlinear Equations PDF Author: J. E. Dennis, Jr.
Publisher: SIAM
ISBN: 9781611971200
Category : Mathematics
Languages : en
Pages : 394

Get Book Here

Book Description
This book has become the standard for a complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations. Originally published in 1983, it provides information needed to understand both the theory and the practice of these methods and provides pseudocode for the problems. The algorithms covered are all based on Newton's method or "quasi-Newton" methods, and the heart of the book is the material on computational methods for multidimensional unconstrained optimization and nonlinear equation problems. The republication of this book by SIAM is driven by a continuing demand for specific and sound advice on how to solve real problems. The level of presentation is consistent throughout, with a good mix of examples and theory, making it a valuable text at both the graduate and undergraduate level. It has been praised as excellent for courses with approximately the same name as the book title and would also be useful as a supplemental text for a nonlinear programming or a numerical analysis course. Many exercises are provided to illustrate and develop the ideas in the text. A large appendix provides a mechanism for class projects and a reference for readers who want the details of the algorithms. Practitioners may use this book for self-study and reference. For complete understanding, readers should have a background in calculus and linear algebra. The book does contain background material in multivariable calculus and numerical linear algebra.

Matrix, Numerical, and Optimization Methods in Science and Engineering

Matrix, Numerical, and Optimization Methods in Science and Engineering PDF Author: Kevin W. Cassel
Publisher: Cambridge University Press
ISBN: 1108787622
Category : Technology & Engineering
Languages : en
Pages : 728

Get Book Here

Book Description
Address vector and matrix methods necessary in numerical methods and optimization of linear systems in engineering with this unified text. Treats the mathematical models that describe and predict the evolution of our processes and systems, and the numerical methods required to obtain approximate solutions. Explores the dynamical systems theory used to describe and characterize system behaviour, alongside the techniques used to optimize their performance. Integrates and unifies matrix and eigenfunction methods with their applications in numerical and optimization methods. Consolidating, generalizing, and unifying these topics into a single coherent subject, this practical resource is suitable for advanced undergraduate students and graduate students in engineering, physical sciences, and applied mathematics.

Numerical Linear Algebra

Numerical Linear Algebra PDF Author: Lloyd N. Trefethen
Publisher: SIAM
ISBN: 1611977169
Category : Mathematics
Languages : en
Pages : 387

Get Book Here

Book Description
Since its original appearance in 1997, Numerical Linear Algebra has been a leading textbook in its field, used in universities around the world. It is noted for its 40 lecture-sized short chapters and its clear and inviting style. It is reissued here with a new foreword by James Nagy and a new afterword by Yuji Nakatsukasa about subsequent developments.

Applied Linear Algebra and Optimization Using MATLAB

Applied Linear Algebra and Optimization Using MATLAB PDF Author: Rizwan Butt
Publisher:
ISBN: 9781936420049
Category : Computers
Languages : en
Pages : 0

Get Book Here

Book Description
Accompanying CD-ROM contains ... "all of the figures, code, and m-files for all of the programs."--Page 4 of cover.