diagonal decomposition
31Linear least squares (mathematics) — This article is about the mathematics that underlie curve fitting using linear least squares. For statistical regression analysis using least squares, see linear regression. For linear regression on a single variable, see simple linear regression …
32Principal components analysis — Principal component analysis (PCA) is a vector space transform often used to reduce multidimensional data sets to lower dimensions for analysis. Depending on the field of application, it is also named the discrete Karhunen Loève transform (KLT),… …
33Eigendecomposition of a matrix — In the mathematical discipline of linear algebra, eigendecomposition or sometimes spectral decomposition is the factorization of a matrix into a canonical form, whereby the matrix is represented in terms of its eigenvalues and… …
34Triangular matrix — In the mathematical discipline of linear algebra, a triangular matrix is a special kind of square matrix where the entries either below or above the main diagonal are zero. Because matrix equations with triangular matrices are easier to solve… …
35Perron–Frobenius theorem — In linear algebra, the Perron–Frobenius theorem, proved by Oskar Perron (1907) and Georg Frobenius (1912), asserts that a real square matrix with positive entries has a unique largest real eigenvalue and that the corresponding… …
36Moore–Penrose pseudoinverse — In mathematics, and in particular linear algebra, a pseudoinverse A+ of a matrix A is a generalization of the inverse matrix.[1] The most widely known type of matrix pseudoinverse is the Moore–Penrose pseudoinverse, which was independently… …
37Normal matrix — A complex square matrix A is a normal matrix if where A* is the conjugate transpose of A. That is, a matrix is normal if it commutes with its conjugate transpose. If A is a real matrix, then A*=AT. Hence, the matrix is normal if ATA = AAT.… …
38Invertible matrix — In linear algebra an n by n (square) matrix A is called invertible (some authors use nonsingular or nondegenerate) if there exists an n by n matrix B such that where In denotes the n by n identity matrix and the multiplication used is ordinary… …
39Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… …
40Square root of a matrix — In mathematics, the square root of a matrix extends the notion of square root from numbers to matrices. A matrix B is said to be a square root of A if the matrix product B · B is equal to A.[1] Contents 1 Properties 2 Computation methods …
