Mathematical Foundation of Learning & Control (ELL7100)

Syllabus & Lecture Notes

Vector space, matrix representation, fundamental subspaces, similarity transformation [Class Note 1]; (Ref Note 1, Ref Note 2,)
Eigenvalue and Eigenvectors, [Class Note 2]; (Ref Note 3, Ref Note 4,)
Vector & matrix norms, Inner product, Orthogonality, Rotators [Class Note 3]
Matrix factorization: LU, QR, singular value decomposition (SVD) [Class Note 4]
Projections, pseudo-inverse [Class Note 5]
Solution of linear system of equations [Class Note 6]
Sequences, convergence, gradient and Hessian matrix [Class Note 7]; (Ref Note 5, Ref Note 6, Ref Note 7, Ref Note 8)
Convex sets, functions, and Optimization [Class Note 8]; (Ref Note 9, Ref Note 10, Ref Note 11)
Least square problem and Minimum norm solution of linear equations [Class Note 9]