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Matrix Calculus
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Scalar Calculus
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Emphasis on Linearization
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Gradients
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Geometrically
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Matrix/Vector Product Rule
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Gradients the straightforward but klunky way
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Gradients the sophisticated way
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Example f(x) = (Ax-b)'(Ax-b)
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Gradient Notation
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The Trace
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Linear Functions of Matrices
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Gradients of Functions from Matrices to Scalars
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Vector to Vector Jacobians
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How are Gradients Used
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The Jacobian Matrix, vectors to vectors
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A Key Point -- you don't have to write out the matrix elements
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relationship to volumes
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Matrices to Matrices
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Derivatives of Matrix to Matrix Functions
Description:
Explore matrix calculus in this comprehensive lecture from MIT's Linear Algebra course. Delve into scalar calculus, linearization, gradients, and geometric interpretations. Learn about matrix/vector product rules and sophisticated gradient calculation methods. Examine specific examples, including f(x) = (Ax-b)'(Ax-b), and understand gradient notation and the trace concept. Investigate linear functions of matrices, gradients of matrix-to-scalar functions, and vector-to-vector Jacobians. Discover practical applications of gradients and explore Jacobian matrices for vector-to-vector and matrix-to-matrix functions. Gain insights into the relationship between Jacobians and volumes, and learn why writing out matrix elements isn't always necessary.

Matrix Calculus for Linear Algebra - MIT 18.06 Spring 2020

The Julia Programming Language
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