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Results tagged with linear-algebra
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user 23705
Questions about the properties of vector spaces and linear transformations, including linear systems in general.
2
votes
1
answer
706
views
Is there a natural distance between skew hermitian matrices?
Working in machine learning, I try to find a way to compare time series, which can be considered as semi-continuous matrices belonging to $\mathbb R^{n \times \mathbb R}$ (a column corresponds to n-di …
- 103
0
votes
1
answer
709
views
Perturbation of Cholesky decomposition for matrix inversion
I am looking for a computationally cheap way to compute $x$ such that $$(L L^T + \mu^2 I)x = y$$
where $L \in \mathbb{R}^{n \times n}$ is a lower triangular definite positive matrix (with some very sm …
- 103