CV Ridge – pt. I

July 5, 2021GMRES & Conjugate Gradient – pt. II: GMRES and Krylov subspaces, Arnoldi and Lanczos methods, conjugate gradient method, and code.
July 1, 2021GMRES & Conjugate Gradient – pt. I: Direct and iterative methods for solving a linear system of equations, including GMRES, with code.
June 29, 2021QR for eigen decomposition: Power method and the QR iteration, with code.
June 25, 2021Gram-Schmidt Orthogonalisation: Gram-Schmidt, Modified Gram-Schmidt, QR factorisation, with code.
December 9, 2019CV Ridge – pt. II: Trying to generalise the LOO-CV trick for the Ridge regression.
December 8, 2019CV Ridge – pt. I: Recycling computations in Ridge regression with LOO-CV.
December 13, 2018Matrix inversion lemmas: Investigating the Woodbury formula and the Sherman-Morrison formula.