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3·Singular Value Decomposition
i “book” — 2017/4/1 — 12:47 — page 91 — #93 i i i Embree – draft – 1 April 2017 3 Singular Value Decomposition · Thus far we have focused on matrix factorizations that reveal the eigenval- ues of a square matrix A n n,suchastheSchur factorization and the 2 ⇥ Jordan canonical form. Eigenvalue-based decompositions are ideal for ana- lyzing the behavior of dynamical systems likes x0(t)=Ax(t) or xk+1 = Axk. When it comes to solving linear systems of equations or tackling more general problems in data science, eigenvalue-based factorizations are often not so il- luminating. In this chapter we develop another decomposition that provides deep insight into the rank structure of a matrix, showing the way to solving all variety of linear equations and exposing optimal low-rank approximations. 3.1 Singular Value Decomposition The singular value decomposition (SVD) is remarkable factorization that writes a general rectangular matrix A m n in the form 2 ⇥ A = (unitary matrix) (diagonal matrix) (unitary matrix)⇤. ⇥ ⇥ From the unitary matrices we can extract bases for the four fundamental subspaces R(A), N(A), R(A⇤),andN(A⇤), and the diagonal matrix will reveal much about the rank structure of A. We will build up the SVD in a four-step process. For simplicity suppose that A m n with m n.(Ifm<n, apply the arguments below 2 ⇥ ≥ to A n m.) Note that A A n n is always Hermitian positive ⇤ 2 ⇥ ⇤ 2 ⇥ semidefinite. (Clearly (A⇤A)⇤ = A⇤(A⇤)⇤ = A⇤A,soA⇤A is Hermitian. For any x n,notethatx A Ax =(Ax) (Ax)= Ax 2 0,soA A is 2 ⇤ ⇤ ⇤ k k ≥ ⇤ positive semidefinite.) 91 i i i i i “book” — 2017/4/1 — 12:47 — page 92 — #94 i i i 92 Chapter 3. -
The Weyr Characteristic
Swarthmore College Works Mathematics & Statistics Faculty Works Mathematics & Statistics 12-1-1999 The Weyr Characteristic Helene Shapiro Swarthmore College, [email protected] Follow this and additional works at: https://works.swarthmore.edu/fac-math-stat Part of the Mathematics Commons Let us know how access to these works benefits ouy Recommended Citation Helene Shapiro. (1999). "The Weyr Characteristic". American Mathematical Monthly. Volume 106, Issue 10. 919-929. DOI: 10.2307/2589746 https://works.swarthmore.edu/fac-math-stat/28 This work is brought to you for free by Swarthmore College Libraries' Works. It has been accepted for inclusion in Mathematics & Statistics Faculty Works by an authorized administrator of Works. For more information, please contact [email protected]. The Weyr Characteristic Author(s): Helene Shapiro Source: The American Mathematical Monthly, Vol. 106, No. 10 (Dec., 1999), pp. 919-929 Published by: Mathematical Association of America Stable URL: http://www.jstor.org/stable/2589746 Accessed: 19-10-2016 15:44 UTC JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected]. Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at http://about.jstor.org/terms Mathematical Association of America is collaborating with JSTOR to digitize, preserve and extend access to The American Mathematical Monthly This content downloaded from 130.58.65.20 on Wed, 19 Oct 2016 15:44:49 UTC All use subject to http://about.jstor.org/terms The Weyr Characteristic Helene Shapiro 1. -
Jet Fitting 3: a Generic C++ Package for Estimating the Differential Properties on Sampled Surfaces Via Polynomial Fitting Frédéric Cazals, Marc Pouget
Jet fitting 3: A Generic C++ Package for Estimating the Differential Properties on Sampled Surfaces via Polynomial Fitting Frédéric Cazals, Marc Pouget To cite this version: Frédéric Cazals, Marc Pouget. Jet fitting 3: A Generic C++ Package for Estimating the Differential Properties on Sampled Surfaces via Polynomial Fitting. ACM Transactions on Mathematical Software, Association for Computing Machinery, 2008, 35 (3). inria-00329731 HAL Id: inria-00329731 https://hal.inria.fr/inria-00329731 Submitted on 2 Mar 2016 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. Jet fitting 3: A Generic C++ Package for Estimating the Differential Properties on Sampled Surfaces via Polynomial Fitting FRED´ ERIC´ CAZALS INRIA Sophia-Antipolis, France. and MARC POUGET INRIA Nancy Gand Est - LORIA, France. 3 Surfaces of R are ubiquitous in science and engineering, and estimating the local differential properties of a surface discretized as a point cloud or a triangle mesh is a central building block in Computer Graphics, Computer Aided Design, Computational Geometry, Computer Vision. One strategy to perform such an estimation consists of resorting to polynomial fitting, either interpo- lation or approximation, but this route is difficult for several reasons: choice of the coordinate system, numerical handling of the fitting problem, extraction of the differential properties. -
On Galilean Connections and the First Jet Bundle
ON GALILEAN CONNECTIONS AND THE FIRST JET BUNDLE JAMES D.E. GRANT AND BRADLEY C. LACKEY Abstract. We see how the first jet bundle of curves into affine space can be realized as a homogeneous space of the Galilean group. Cartan connections with this model are precisely the geometric structure of second-order ordinary differential equations under time-preserving transformations { sometimes called KCC-theory. With certain regularity conditions, we show that any such Cartan connection induces \laboratory" coordinate systems, and the geodesic equations in this coordinates form a system of second-order ordinary differential equations. We then show the converse { the \fundamental theorem" { that given such a coordinate system, and a system of second order ordinary differential equations, there exists regular Cartan connections yielding these, and such connections are completely determined by their torsion. 1. Introduction The geometry of a system of ordinary differential equations has had a distinguished history, dating back even to Lie [10]. Historically, there have been three main branches of this theory, depending on the class of allowable transformations considered. The most studied has been differ- ential equations under contact transformation; see x7.1 of Doubrov, Komrakov, and Morimoto [5], for the construction of Cartan connections under this class of transformation. Another classical study has been differential equations under point-transformations. (See, for instance, Tresse [13]). By B¨acklund's Theorem, this is novel only for a single second-order dif- ferential equation in one independent variable. The construction of the Cartan connection for this form of geometry was due to Cartan himself [2]. See, for instance, x2 of Kamran, Lamb and Shadwick [6], for a modern \equivalence method" treatment of this case. -