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Inner Product Space
Review of Linear Algebra
Inner Product Space
Rank, trace, determinant, transpose, and inverse of matrices
Positive/Negative (semi)-definite matrices
Normal, Hermitian, and unitary matrices
Unitary transform
Eigenvalues and matrix diagonalization
Generalized eigenvalue problem
Normal matrices and diagonalizability
Singular value decomposition
Pseudo-inverse
Vector norms
Matrix norms
Vector and matrix differentiation
Solving over-determined linear equations
Appendix
About this document ...
Ruye Wang 2015-04-27
