Today
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Eigen-decomposition and SVD (cont’d).
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Optimization introduction.
Announcement
- HW2 graded. Common issues:
- Late submission. Remember to
git tag. - NNMF: local minimum due to non-convexity;
V * W * W'vsV * (W * W'); use in-place functionsmul!to reduce allocation of intermediate arrays; basis images show parts of face; GPU coding. - Multivariate normal density. Using Woodbury structure should see ~100 fold speedup compared to standard way to evaluate normal density.
You can re-work on homework problems and re-submit for bonus points.
- Late submission. Remember to
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HW3 due Wed 5/15 @ 11:59PM. PageRank problem: it took me <6 seconds to obtain solution using GMRES and <16 seconds using Arnoldi. The key is to use the LinearMaps.jl to define fast matrix-vector multiplication utilizing the Woodbury structure (sparse + rank 1).
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HW4 posted (SVD). Due Fri 5/24 @ 11:59PM.
- Next Tue (5/14)’s class ends at 1:45p. Xiao-Li Meng’ talk 2p-3:15p.