MML 10. Cholesky Factorization/Decomposition - Eigen Decomposition
Class on Cholesky Factorization/Decomposition and Eigen Decomposition in Matrix Decompositions
0:00 Cholesky Factorization/Decomposition
4:15 Diagonalization
7:13 Eigen Decomposition
7:57 Geometric Intuition for Eigen Decomposition
8:50 Example 1
11:34 Geometric Intuition for Eigen Decomposition (continued)
Reference : Mathematics for Machine Learning by Marc Peter Deisenroth, A. Aldo Faisal, and Cheng Soon Ong published by Cambridge University Press (freely available at https://mml - book.github.io)
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