Difference between revisions of "Principal Component Analysis"
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** linear combinations (we will review this in class) | ** linear combinations (we will review this in class) | ||
** the dot product of 2 vectors, and that they are related by the cosine of the angle between them | ** the dot product of 2 vectors, and that they are related by the cosine of the angle between them | ||
* Optimization theory you should be familiar with before class 2 (16 September): | |||
** how an optimization problem is written | |||
** the [http://en.wikipedia.org/wiki/Lagrange_multiplier Lagrange multiplier principle] for solving simple, equality constrained optimization problems | |||
Revision as of 00:24, 14 September 2011
- Reading for class 2
- Linear algebra topics you should be familiar with before class 2 (16 September):
- matrix multiplication
- that matrix multiplication of a vector by a matrix is a transformation from one coordinate system to another (we will review this in class)
- linear combinations (we will review this in class)
- the dot product of 2 vectors, and that they are related by the cosine of the angle between them
- Optimization theory you should be familiar with before class 2 (16 September):
- how an optimization problem is written
- the Lagrange multiplier principle for solving simple, equality constrained optimization problems