Category Archives: numerical linear algebra

The Johnson-Lindenstrauss Lemma, and the paradoxical power of random linear operators. Part 1.

Posted on 20 November 2018 by

Updated, 2018-12-04 I’ll be discussing the ramifications of: William B. Johnson and Joram Lindenstrauss, “Extensions of Lipschitz mappings into a Hilbert space, Contemporary Mathematics, 26:189–206, 1984. for several posts here. Some introduction and links to proofs and explications will be … Continue reading →

Posted in clustering, data science, dimension reduction, information theoretic statistics, Johnson-Lindenstrauss Lemma, k-NN, Locality Sensitive Hashing, mathematics, maths, multivariate statistics, non-parametric model, numerical algorithms, numerical linear algebra, point pattern analysis, random projections, recommender systems, science, stochastic algorithms, stochastics, subspace projection methods | 1 Comment

When linear systems can’t be solved by linear means

Posted on 13 June 2018 by

Linear systems of equations and their solution form the cornerstone of much Engineering and Science. Linear algebra is a paragon of Mathematics in the sense that its theory is what mathematicians try to emulate when they develop theory for many … Continue reading →

Posted in Calculus, dynamic linear models, mathematics, maths, nloptr, numerical algorithms, numerical analysis, numerical linear algebra, numerics, SVD | Leave a comment