Linear algebra review

DATASCI 415: Statistical Learning and Data Mining

University of Michigan

including slides by Fereshte Khani

Linear algebra review

  1. matrix-vector multiplication

  2. matrix-vector arithmetic

  3. vector calculus

Recap

  • $\nabla_x b^\top x = b$
  • $\nabla_x^2 b^\top x = 0$
  • $\nabla_x x^\top Ax = 2Ax$ (if $A$ is symmetric)
  • $\nabla_x^2 x^\top Ax = 2A$ (if $A$ is symmetric)