upcarta
  • Sign In
  • Sign Up
  • Explore
  • Search

Matrix Calculus 2020 04 16 for MIT Linear Algebra 18.06 Spring 2020 (Alan Edelman)

  • Video
  • Dec 22, 2020
  • #Calculus #Math
Alan Edelman
@AlanEdelmanMIT
(Instructor)
www.youtube.com
Watch on Youtube
342 71 min
1 Recommender
1 Mention
This video posted after reading this tweet: https://twitter.com/AlanEdelmanMIT/status/1341409610012475400?s=20 For more info, follow us on Twitter at https://twitter.com/JuliaLangua... Show More

This video posted after reading this tweet: https://twitter.com/AlanEdelmanMIT/status/1341409610012475400?s=20
For more info, follow us on Twitter at https://twitter.com/JuliaLanguage
Click "↓ ↓ ↓ Show More " for the Outline:
0:00 Matrix Calculus
1:28 Scalar Calculus
9:03 Emphasis on Linearization
14:23 Gradients
17:23 Geometrically
24:16 Matrix/Vector Product Rule
29:57 Gradients the straightforward but klunky way
30:41 Gradients the sophisticated way
33:42 Example f(x) = (Ax-b)'(Ax-b)
37:41 Gradient Notation
38:28 The Trace
42:50 Linear Functions of Matrices
46:20 Gradients of Functions from Matrices to Scalars
51:20 Vector to Vector Jacobians
54:59 How are Gradients Used
55:48 The Jacobian Matrix, vectors to vectors
1:05:55 A Key Point -- you don't have to write out the matrix elements
1:06:27 relationship to volumes
1:07:55 Matrices to Matrices
1:08:48 Derivatives of Matrix to Matrix Functions

(From Youtube)

Show Less
Recommend
Post
Save
Complete
Collect
Mentions
See All
Lior Pachter @lpachter · Jul 28, 2022
  • Post
  • From Twitter
This is a great lecture introducing matrix calculus, a topic that is frequently overlooked in linear algebra classes.
  • upcarta ©2025
  • Home
  • About
  • Terms
  • Privacy
  • Cookies
  • @upcarta