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Linear Algebra Review (Op3onal) : Matrices and Vectors

The document provides an overview of key linear algebra concepts for machine learning, including matrices, vectors, matrix operations, and properties. It defines matrices and vectors, describes how to perform addition, scalar multiplication, and matrix-vector/matrix-matrix multiplication. It also covers identity matrices, inverse matrices, and matrix transposition. The goal is to review these linear algebra foundations as an optional primer for machine learning.

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Arindam Sen
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0% found this document useful (0 votes)
87 views25 pages

Linear Algebra Review (Op3onal) : Matrices and Vectors

The document provides an overview of key linear algebra concepts for machine learning, including matrices, vectors, matrix operations, and properties. It defines matrices and vectors, describes how to perform addition, scalar multiplication, and matrix-vector/matrix-matrix multiplication. It also covers identity matrices, inverse matrices, and matrix transposition. The goal is to review these linear algebra foundations as an optional primer for machine learning.

Uploaded by

Arindam Sen
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Linear

 Algebra  
review  (op3onal)  
Matrices  and  
vectors  
Machine  Learning  

Andrew  Ng  
Matrix:  Rectangular  array  of  numbers:  

Dimension  of  matrix:  number  of  rows  x  number  of  columns  


Andrew  Ng  
Matrix  Elements  (entries  of  matrix)  

“    ,      entry”  in  the              row,                column.  

Andrew  Ng  
Vector:  An  n  x  1  matrix.  

element   1-­‐indexed  vs  0-­‐indexed:  

Andrew  Ng  
Linear  Algebra  
review  (op3onal)  
Addi3on  and  scalar  
mul3plica3on  

Machine  Learning  

Andrew  Ng  
Matrix  Addi4on  

Andrew  Ng  
Scalar  Mul4plica4on  

Andrew  Ng  
Combina4on  of  Operands  

Andrew  Ng  
Linear  Algebra  
review  (op3onal)  
Matrix-­‐vector  
mul3plica3on  
Machine  Learning  

Andrew  Ng  
Example  

Andrew  Ng  
Details:  

m  x  n  matrix   n  x  1  matrix  
m-­‐dimensional  
(m  rows,   (n-­‐dimensional  
vector  
n  columns)   vector)  

To  get          ,  mul3ply        ’s              row  with  elements  


of  vector      ,  and  add  them  up.  
Andrew  Ng  
Example  

Andrew  Ng  
House  sizes:  

Andrew  Ng  
Linear  Algebra  
review  (op3onal)  
Matrix-­‐matrix  
mul3plica3on  
Machine  Learning  

Andrew  Ng  
Example  

Andrew  Ng  
Details:  

m  x  n  matrix   n  x  o  matrix  
m  x  o  
(m  rows,   (n  rows,  
matrix  
n  columns)   o  columns)  

The              column  of  the  matrix            is  obtained  by  mul3plying  


       with  the              column  of          .  (for        =  1,2,…,o)  
Andrew  Ng  
Example  
7

2 7

Andrew  Ng  
House  sizes:   Have  3  compe3ng  hypotheses:  
1.  
2.  
3.  
Matrix   Matrix  

Andrew  Ng  
Linear  Algebra  
review  (op3onal)  
Matrix  mul3plica3on  
proper3es  

Machine  Learning  

Andrew  Ng  
Let          and          be  matrices.  Then  in  general,  
(not  commuta3ve.)  

E.g.  

Andrew  Ng  
Let   Compute  
Let   Compute  

Andrew  Ng  
Iden4ty  Matrix  
Denoted          (or                    ).  
Examples  of  iden3ty  matrices:  

2  x  2  
3  x  3  
4  x  4  
For  any  matrix        ,  

Andrew  Ng  
Linear  Algebra  
review  (op3onal)  
Inverse  and  
transpose  
Machine  Learning  

Andrew  Ng  
Not  all  numbers  have  an  inverse.  
Matrix  inverse:  
If  A  is  an  m  x  m  matrix,  and  if  it  has  an  inverse,  

Matrices  that  don’t  have  an  inverse  are  “singular”  or  “degenerate”  
Andrew  Ng  
Matrix  Transpose  
Example:  

Let          be  an  m  x  n  matrix,  and  let    


Then          is  an  n  x  m  matrix,  and  

Andrew  Ng  

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