Jan 19, 2017
ECE1505H Convex Optimization. Lecture 3: Matrix functions, SVD, and types of Sets. Taught by Prof. Stark Draper
ECE1505H Convex Optimization. Lecture 3: Matrix functions, SVD, and types of Sets. Taught by Prof. Stark Draper
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Disclaimer
Peeter’s lecture notes from class. These may be incoherent and rough.
These are notes for the UofT course ECE1505H, Convex Optimization, taught by Prof. Stark Draper.
Matrix inner product
Given real matrices \( X, Y \in \mathbb{R}^{m\times n} \), one possible matrix inner product definition is
\begin{equation}\label{eqn:convexOp…
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#affine combination#affine set#cone#convex combination#convex hull#convex set#first order pertubation#Frobenius norm#gradient#half space#Hessian#hyperplane#log determinant#matrix inner product#matrix square root#Nullspace#Range#second order pertubation#singular value decomposition#spectral theorem#SVD