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17 changes: 15 additions & 2 deletions materials/section/linear.tex
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Expand Up @@ -17,7 +17,7 @@

\begin{center}
\Large\textbf{Linear Algebra Review}\\
\large\textit{Conner DiPaolo}
\large\textit{Conner DiPaolo} (\large\textit{updated by Iraj Jelodari})
\end{center}
\vspace*{1em}

Expand Down Expand Up @@ -592,7 +592,7 @@ \subsection{Eigendecomposition: $A = X\Lambda X^{-1}$}
\[
A = X \Lambda X^{-1}
\]
where $X = \m{\xx_1 & \xx_2 & \dots & \xx_n}$ are the $n$ eigenvalues of
where $X = \m{\xx_1 & \xx_2 & \dots & \xx_n}$ are the $n$ eigenvectors of
$A$ and $\Lambda = \mathrm{diag}(\lambda_1, \lambda_2,\dots, \lambda_n)$
are the eigenvalues corresponding to $\xx_i$. If $A$ is symmetric, this becomes
\[
Expand Down Expand Up @@ -681,6 +681,19 @@ \subsection{Singular Value Decomposition: $A = U\Sigma V^*$}
factorization we will see later in the context of recommender systems.
\end{enumerate}

\subsection{QR Decomposition: $A = QR$}
A $QR$ decomposition, also known as a $QR$ factorization or $QU$ factorization, is a decomposition of a matrix $A$ into a product of an orthogonal matrix $Q$ (i.e. $Q^TQ = I$) and an upper triangular matrix $R$:
\[
A = QR
\]

$QR$ decomposition is often used to solve the linear least squares problem and is the basis for a particular eigenvalue algorithm, the $QR$ algorithm.\\

Analogously, we can define $QL$, $RQ$, and $LQ$ decompositions, with $L$ being a lower triangular matrix.\\

There are several methods for actually computing the $QR$ decomposition, such as by means of the \textit{Gram–Schmidt process}, \textit{Householder transformations}, or \textit{Givens rotations}. Each has a number of advantages and disadvantages.


\section{Matrix Calculus}

Most of you probably haven't been taught all of this yet. That's okay. Matrix calculus
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