Announcement

• For a review of vector and matrix norms. Read Chapter 6 of Numerical Analysis for Statiscians by Kennth Lange.

• HW2 Q1 (NNMF). How fast is fast? As a baseline, it takes my laptop (Intel i7 @ 2.9 GHz) about 2 seconds and 7.120 MiB memory allocation at r=20.

Today

• Iterative methods for linear equations.

• Easy linear systems.

• Eigen-decomposition and SVD.