ingintheQRfactorizationanditsextensions. PartIIIintroducesleast-squaresmethods,includingthebasiclinearexample,greaterthanonepredictorvariable,andnonlinearleast-squares.Wealsodiscussextrapolationanddependenceofdata,aswellaspopularmethodslikePrincipalComponentAnalysis,robustregression,andsparsity. Throughoutthebook,weemphasizetheimportanceofvisualization,andprovidecodeexamplesinR. Bytheendofthebookreadserswillunderstandthebasictoolsandideasofappliedlinearalgebra,beabletocomputetheQRfactorizationandassociatedlinearregressionsolutions,andapplythesemethodstoaproblemoftheirownchoosing. Ourhopeisboththatthestudentswholearnfromthisbookwillbecomepreparedtoparticipateinadvancedcoursesinappliedmathematicsandstatisticallearning,andthattheywillbeabletousewhattheyhavenlearnedtobuildmodelsandanalyzeproblemsintheirchosenfields.
StephenP.BoydistheSamsungProfessorofEngineering,andProfessorofElectricalEngineeringatStanfordUniversitywithcourtesyappointmentsintheDepartmentofComputerScience,andtheDepartmentofManagementScienceandEngineering.Heistheco-authorofConvexOptimization,writtenwithLievenVandenbergheandpublishedbyCambridgeUniversityPressin2004.Lieven...
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