List questions from matrix-calculus

281

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How to maximize the generalized Rayleigh Quotient when both numerator and denominator have summation

Published on 11 Apr 2026 - 15:11

79

Views

Gradient of Quadratic Function

Published on 16 Apr 2026 - 21:20

53

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ODE for the inverse of fundamental solution

Published on 28 Mar 2026 - 10:04

86

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Power series for $(A+\epsilon I)^{-1}$ for large $\epsilon$

Published on 14 Apr 2026 - 18:54

101

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Differentiating a matrix with respect to a vector

Published on 12 Apr 2026 - 9:46

67

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Integration of matrix form of Vasicek variance (Python/Matlab)

Published on 11 Apr 2026 - 8:30

108

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Problem $2.9.6$ (Perko's ODE): Show $|Y(t)| \le |Y(0)|\exp\left(\int_0^t \|A(s)\|\, ds\right)$ for $Y' = AY$

Published on 16 Apr 2026 - 10:40

470

Views

Computational complexity sparse outer product

Published on 12 Apr 2026 - 18:02

46

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Averaged matrix exponential inverse

Published on 25 Mar 2026 - 15:37

136

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summation as a matrix multiplication

Published on 12 Apr 2026 - 4:15

370

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Derivative of transpose of matrix

Published on 12 Apr 2026 - 10:17

189

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Minimizing 2-norm of a matrix

Published on 12 Apr 2026 - 19:54

39

Views

Why matrix exponential in two different methods not matching?

Published on 11 Apr 2026 - 23:17

149

Views

Proving $\exp(A^{}) = \exp(A)^{}$

Published on 09 Apr 2026 - 21:41

114

Views

Derivative of matrix-diag matrix product

Published on 12 Apr 2026 - 4:20

List Question

How to maximize the generalized Rayleigh Quotient when both numerator and denominator have summation

Gradient of Quadratic Function

ODE for the inverse of fundamental solution

Power series for $(A+\epsilon I)^{-1}$ for large $\epsilon$

Differentiating a matrix with respect to a vector

Integration of matrix form of Vasicek variance (Python/Matlab)

Problem $2.9.6$ (Perko's ODE): Show $|Y(t)| \le |Y(0)|\exp\left(\int_0^t \|A(s)\|\, ds\right)$ for $Y' = AY$

Computational complexity sparse outer product

Averaged matrix exponential inverse

summation as a matrix multiplication

Derivative of transpose of matrix

Minimizing 2-norm of a matrix

Why matrix exponential in two different methods not matching?

Proving $\exp(A^{}) = \exp(A)^{}$

Derivative of matrix-diag matrix product

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