Difference between revisions of "Principal Component Analysis"
Jump to navigation
Jump to search
Kevin Dunn (talk | contribs) m |
Kevin Dunn (talk | contribs) m |
||
| Line 3: | Line 3: | ||
** matrix multiplication | ** 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) | ** 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) | ** [http://en.wikipedia.org/wiki/Linear_combination linear combinations] (read the first section of that website: 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 (see the [http://en.wikipedia.org/wiki/Dot_product geometric interpretation section]) | ||
* Optimization theory you should be familiar with before class 2 (16 September): | * Optimization theory you should be familiar with before class 2 (16 September): | ||
** how an optimization problem is written | ** how an optimization problem is written | ||
** the [http://en.wikipedia.org/wiki/Lagrange_multiplier Lagrange multiplier principle] for solving simple, equality constrained optimization problems | ** the [http://en.wikipedia.org/wiki/Lagrange_multiplier Lagrange multiplier principle] for solving simple, equality constrained optimization problems | ||
Revision as of 00:28, 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 (read the first section of that website: 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 (see the geometric interpretation section)
- 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