Linear Algebra
- Applications
- Matrices
- Numerical
- Decompositions
- Eigenvalues
- Special Matrices
- Schur Complements
- Resources
Applications
Linear Dynamical Systems
LQR Control
Kalman Filters
Probability
Forbenius Perrod theorem - there is a steady sta probability distribution
Quantum Mechanics
Least Squares Optimization
Boundary Value Problems
Filtering
Fourier transforms Wavelet decompositions PCA
Not sure how to arrange this hierarchy
Matrices
Kronecker products
Numerical
Decompositions
LU
SVD
https://peterbloem.nl/blog/pca-4
Jordan
QR
Eigenvector
Power method
Krylov
Conjugate Gradient
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Eigenvalues
Resolvent
Characteristic polynomial
Special Matrices
Schur Complements
Domain Decomposition
H-Matrices
Infinite domains
Circuit equivalents
Resources
- Horn, Roger A.; Charles R. Johnson (1985). Matrix Analysis.