Purdue University Numerical Linear Algebra Group
April 2, 2014 at Purdue University.
Talk given:
Functions of matrices, like exp(X), log(X), and sqrt(X), are useful tools in numerical PDEs, network analysis, and markov analysis. We’ll journey through an introduction to their basic theory (when does a matrix behave like a real number?), end with their use in the Netflix Prize (!), and pick up a few matrix analysis tools along the way (Jordan factorization ho!).