Python与矩阵论——特征值与特征向量


Python与矩阵论——特征值与特征向量


The Unknown Word

The First Column The Second Column
receptive field [ri'septiv] [fild]感受野
filter 滤波器['filte]
toggle movement ['ta:gl]转换 ['muvment]动作
recurrent 循环的[ri'ke:rent]
ReLU The Rectified Linear Unit
rectified ['rekte faie]整流器
leaky 有漏洞的['liki]
tuning ['tju:ning]调谐
SGD Stochastic gradient descent
stochastic [ste'kae stik]随机的
hypothesis [hai'pa:thesis]假设
SVD Singular Value Decomposition 万能矩阵分解
singular ['singjule(r)]奇特的
decomposition [dikamlpe'zition]分解
format n.版式 vt.格式化

PCA 降维举例

1.X=\(\begin{bmatrix} -1 & -1 & 0 & 2 & 0 \\-2 & 0 & 0 & 1 & 1 \\ \end{bmatrix}\)\(C_x\)=\(\begin{bmatrix} 6/5 & 4/5 \\ 4/5 & 6/5 \\ \end{bmatrix}\)
2.计算\(C_x\)特征值为:\(\lambda\)=2,\(\lambda_2\)=2/5,特征值特征向量为$\begin{bmatrix} \sqrt{2}\ \ \sqrt{2}\ \ \end{bmatrix} $ ,可验证\(\Lambda\)=\(U^T\)\(C_x\)U
3.降维:\(\begin{bmatrix} 1/\sqrt{2}\ & -1/\sqrt{2}\ \end{bmatrix}\)X=\(\begin{bmatrix} -3/\sqrt{2}\ & -1/\sqrt{2}\ & 0 & 3/\sqrt{2}\ & -1/\sqrt{2}\ \end{bmatrix}\)

Gradient vector and Hessian matrix

  • Function : f(x)=2\(x_1^3+3x_2^2+3x_1^2x_2-24x_2\)
  • calculate(Gradient vector and Hessian matrix): \(\nabla\)f(x)=\(\begin{bmatrix} 6x_1^2+6x_1x_2 \\ 6x_2+3x_1^2-24 \\ \end{bmatrix}\)\(\nabla^2\)f(x)=6\(\begin{bmatrix} 2x_1+x_2 & x_1 \\ x_1 & 1 \\ \end{bmatrix}\)

The Unknown Word

The First Column The Second Column
convex optimization 凸规划
optimization [optemi'zetion]最优化


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