Announcements

• Quiz 2 graded and returned.

• HW2 graded. Merge pull request.

• Tue TA office hours cancelled. Thu TA office hours 1p-3p.

Feedback on HW2

Don’t be discouraged by low grade. It’s intended as feedback. Trend is more important. Make good use of office hours.

Q1

• Use BlAS-3 function BLAS.syrk.
  A_mul_Bt(X, X) or X * X' dispatches to BLAS.gemm.

• Merge two matrix multiplications $XX’ + (2-X)(2-X’)$ into one.

• Avoid allocating intermeidate arrays. Looping is more efficient from the memory point of view.

Q3

• Difference between

  (σ1 / σ0)^2 * Z' * Z
  

  and

  (σ1 / σ0)^2 * (Z' * Z)
  

• Uniform scaling I in Julia is useful for adding a constant to diagonal of a matrix.

• cholfact vs cholfact!.

Last time

• A list of “easy” linear systems (cont’d).

• Eigen-decomposition (review).

• SVD (review).

Today

• Eigen-decomposition.

• SVD

• Optimization: introduction.