
Lecture 9, basis - Harvard Math Department
... easier to look at the standard basis vectors ~e1 , . . . , ~en only? The reason for more general basis vectors is that they allow a more flexible adaptation to the situation. A person in Paris prefers a different set of basis vectors than a person in Boston. We will also see that in many application ...
... easier to look at the standard basis vectors ~e1 , . . . , ~en only? The reason for more general basis vectors is that they allow a more flexible adaptation to the situation. A person in Paris prefers a different set of basis vectors than a person in Boston. We will also see that in many application ...
On Importance Sampling for State Space Models
... sampling from f (α; y) and the evaluation of f (α; y) for any α. Several choices for the importance density f (α; y) have been proposed in the literature, see Danielsson and Richard (1993), Shephard and Pitt (1997) and Durbin and Koopman (1997). Here we focus on an importance function f (α; y) that ...
... sampling from f (α; y) and the evaluation of f (α; y) for any α. Several choices for the importance density f (α; y) have been proposed in the literature, see Danielsson and Richard (1993), Shephard and Pitt (1997) and Durbin and Koopman (1997). Here we focus on an importance function f (α; y) that ...
EIGENVECTOR CALCULATION Let A have an approximate
... Let A have an approximate eigenvalue λ, so that A − λI is almost singular. How do we find a corresponding eigenvector? If the eigenvalue is of multiplicity 1, then in linear algebra courses we usually just try to solve the linear system (A − λI ) x = 0 Oversimplifying, we usually drop one of the equ ...
... Let A have an approximate eigenvalue λ, so that A − λI is almost singular. How do we find a corresponding eigenvector? If the eigenvalue is of multiplicity 1, then in linear algebra courses we usually just try to solve the linear system (A − λI ) x = 0 Oversimplifying, we usually drop one of the equ ...
X. A brief review of linear vector spaces
... posed. It is wise to remember that our investigation into G has only to do with our model, and has nothing to do with the data. We will use the language of linear algebra to discuss how G is a transformation of the vector m into the vector d. By the time we are done with this review, we will have th ...
... posed. It is wise to remember that our investigation into G has only to do with our model, and has nothing to do with the data. We will use the language of linear algebra to discuss how G is a transformation of the vector m into the vector d. By the time we are done with this review, we will have th ...
Blue Exam
... Solution: T (x + y) = T (x) + T (y) and T (cx) = cT (x) for all x, y in V and all scalars c. (b) Suppose that T : V → W is a linear transformation and let V = Span(v1 , v2 , . . . , vk ). Prove that the range of T equals Span(T (v1 ), T (v2 ), . . . , T (vk )). ...
... Solution: T (x + y) = T (x) + T (y) and T (cx) = cT (x) for all x, y in V and all scalars c. (b) Suppose that T : V → W is a linear transformation and let V = Span(v1 , v2 , . . . , vk ). Prove that the range of T equals Span(T (v1 ), T (v2 ), . . . , T (vk )). ...