Category Archives: numerical linear algebra

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

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

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When linear systems can’t be solved by linear means

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