Objects and shapes
Scalar
Scalar
aMeaning
A single numerical value used to scale vectors or matrices.
When to use it
Use scalars for weights, coefficients, learning rates, temperatures, and magnitudes.
Worked example
3[2, -1] = [6, -3].Math Reference
Learn vectors, matrices, affine and spatial geometry, lattices, linear systems, transformations, decompositions, least squares, and PCA through worked examples.
The shortest point-to-plane displacement is parallel to the plane's normal vector.
Integer combinations of two basis vectors tile the plane with equal-area fundamental parallelograms.
97 matching terms
Objects and shapes
Scalar
aA single numerical value used to scale vectors or matrices.
Use scalars for weights, coefficients, learning rates, temperatures, and magnitudes.
3[2, -1] = [6, -3].Objects and shapes
Vector
v ∈ ℝⁿAn ordered list of components that can represent direction, position, features, or state.
Use vectors to represent coordinates, signals, features, embeddings, and model parameters.
v = [3, 4] has two components.Objects and shapes
Matrix
A ∈ ℝᵐˣⁿA rectangular array of numbers arranged in rows and columns.
Use matrices to store datasets, linear systems, transformations, images, and weights.
A = [[1, 2], [3, 4]].Objects and shapes
Tensor
T ∈ ℝᵈ¹ˣ⋯ˣᵈᵏA multidimensional array that generalizes scalars, vectors, and matrices.
Use tensors for batches, images, video, model activations, and multi-axis scientific data.
A batch of 32 RGB images sized 224×224 has shape 32×3×224×224.Objects and shapes
Shape
m × nThe ordered sizes of an array's axes.
Check shapes before addition, multiplication, broadcasting, reshaping, and model input.
Most matrix multiplication errors come from incompatible inner dimensions.
A 3×4 matrix has 3 rows and 4 columns.Vector operations
Vector addition
u + vComponentwise addition of vectors with the same dimension.
Use it to combine displacements, forces, signals, updates, or feature contributions.
[1, 2] + [3, -1] = [4, 1].Vector operations
Scalar multiplication
cvMultiplying every vector component by the same scalar.
Use it to scale magnitude, reverse direction, or apply a weighted update.
-2[3, 1] = [-6, -2].Vector operations
Dot product
u · vThe sum of products of corresponding vector components, producing a scalar.
Use it for similarity, projection, work, attention scores, and linear model output.
[1, 2, 3] · [4, 0, -1] = 1.Vector operations
Cross product
u × vA three-dimensional vector perpendicular to two input vectors, with magnitude equal to their parallelogram area.
Use it for surface normals, torque, orientation, and 3D geometry.
The standard cross product is specific to three dimensions, apart from a less common seven-dimensional analogue.
[1,0,0] × [0,1,0] = [0,0,1].Vector operations
Vector norm
‖v‖A nonnegative measure of vector size that satisfies norm axioms.
Use a norm to measure magnitude, distance, error, regularization, and convergence.
For v=[3,4], ‖v‖₂=5.Vector operations
Unit vector
v/‖v‖A vector whose norm is 1.
Use it to preserve direction while removing magnitude and to build orthonormal bases.
[3,4]/5 = [0.6,0.8].Vector operations
Euclidean distance
‖u-v‖₂The straight-line distance between two points represented as vectors.
Use it for geometry, nearest-neighbor search, clustering, and error measurement when scales are comparable.
Distance from [1,1] to [4,5] is 5.Vector operations
Cosine similarity
u·v/(‖u‖‖v‖)The cosine of the angle between two nonzero vectors, measuring directional similarity.
Use it to compare text embeddings or high-dimensional features when magnitude should matter less.
Cosine similarity is undefined for a zero vector and can hide meaningful magnitude differences.
[1,0] and [2,0] have cosine similarity 1.Vector operations
Orthogonal vectors
u·v=0Vectors with zero dot product.
Use orthogonality to separate independent directions, simplify projections, and construct stable bases.
[1,2] · [2,-1] = 0, so the vectors are orthogonal.Vector operations
Vector projection
projᵤ(v)The component of one vector that lies in the direction of another vector or subspace.
Use it for decomposition, least squares, shadows, and removing a directional component.
proj_[1,0]([3,4]) = [3,0].Matrix operations
Matrix addition
A+BComponentwise addition of matrices with the same shape.
Use it to combine linear effects, residual updates, images, or accumulated data.
[[1,2],[3,4]] + [[5,6],[7,8]] = [[6,8],[10,12]].Matrix operations
Matrix multiplication
ABA row-by-column operation that composes linear transformations when inner dimensions match.
Use it for coordinate transformations, neural-network layers, graph propagation, and solving systems.
Matrix multiplication is generally not commutative: AB can differ from BA or one order may be undefined.
A₂ˣ₃B₃ˣ₄ produces C₂ˣ₄.Matrix operations
Transpose
AᵀA matrix formed by exchanging rows and columns.
Use it for dot products, covariance, normal equations, symmetry checks, and changing orientation.
If A=[[1,2,3],[4,5,6]], then Aᵀ=[[1,4],[2,5],[3,6]].Matrix operations
Identity matrix
IA square matrix with ones on the main diagonal and zeros elsewhere.
Use it as the multiplicative identity and to describe unchanged coordinates.
AI = IA = A.Matrix operations
Inverse matrix
A⁻¹A matrix satisfying AA⁻¹=A⁻¹A=I for an invertible square matrix A.
Use it conceptually to reverse a transformation and solve Ax=b.
Numerical software should usually solve Ax=b directly instead of explicitly computing A⁻¹.
For A=[[2,0],[0,4]], A⁻¹=[[1/2,0],[0,1/4]].Matrix operations
Determinant
det(A)A scalar for a square matrix that measures signed volume scaling and indicates invertibility.
Use it to test singularity and analyze orientation or volume change under a transformation.
det([[a,b],[c,d]]) = ad - bc.Matrix operations
Trace
tr(A)The sum of the main diagonal entries of a square matrix.
Use it in eigenvalue identities, covariance analysis, matrix calculus, and optimization.
tr([[2,1],[3,4]]) = 6.Matrix operations
Matrix rank
rank(A)The number of linearly independent rows or columns in a matrix.
Use it to measure information dimension, determine solution structure, and detect redundant features.
rank([[1,2],[2,4]]) = 1.Matrix operations
Symmetric matrix
A=AᵀA square matrix equal to its transpose.
Use it for covariance, quadratic forms, undirected graphs, and real orthogonal eigendecomposition.
[[2,3],[3,5]] is symmetric.Matrix operations
Orthogonal matrix
QᵀQ=IA real square matrix whose columns and rows form orthonormal sets.
Use it for rotations, reflections, stable factorizations, and norm-preserving transforms.
Q⁻¹ = Qᵀ for an orthogonal matrix.Matrix operations
Diagonal matrix
DA matrix whose entries outside the main diagonal are zero.
Use it for independent scaling and efficient powers, inverses, and transformations.
diag(2,3)^4 = diag(16,81).Linear systems
System of linear equations
Ax=bA collection of linear equations that must be satisfied simultaneously.
Use it for balancing, fitting, networks, circuits, constraints, and reconstruction.
x+y=5 and 2x-y=1 give x=2, y=3.Linear systems
Augmented matrix
[A|b]A compact matrix representation that appends the right-hand side to a linear system's coefficient matrix.
Use it to perform row reduction without repeatedly writing variables.
x+2y=5, 3x-y=4 becomes [[1,2|5],[3,-1|4]].Linear systems
Elementary row operation
Swapping rows, scaling a row by a nonzero value, or adding a multiple of one row to another.
Use these solution-preserving operations to simplify a linear system.
R₂ ← R₂ - 3R₁.Linear systems
Row echelon form
REFA matrix form with pivots moving rightward and zeros below each pivot.
Use it for back substitution, rank calculation, and identifying free variables.
[[1,2,3],[0,1,4],[0,0,0]] is in row echelon form.Linear systems
Reduced row echelon form
RREFA row echelon form in which every pivot is 1 and is the only nonzero entry in its column.
Use it to read unique solutions, free variables, rank, and null-space bases directly.
RREF([[1,2],[2,4]]) = [[1,2],[0,0]].Linear systems
Gaussian elimination
Row operations that transform a system into row echelon form, followed by back substitution.
Use it as a general method for solving moderate dense linear systems by hand or in software.
Eliminate x from lower rows, then solve from the last pivot upward.Linear systems
Gauss-Jordan elimination
Row operations continued until the augmented matrix reaches reduced row echelon form.
Use it when the complete solution structure or inverse is needed explicitly.
Reduce [A|I] to [I|A⁻¹] when A is invertible.Linear systems
Consistent system
A linear system that has at least one solution.
Use rank or row reduction to distinguish unique, infinite, and nonexistent solutions.
A row [0 0 | 1] proves a system is inconsistent.Vector spaces
Vector space
VA set whose elements can be added and scaled while satisfying the vector-space axioms.
Use it to treat coordinates, polynomials, functions, signals, and matrices within one framework.
ℝ³ and the set of polynomials of degree at most 2 are vector spaces.Vector spaces
Subspace
W ⊆ VA subset of a vector space that is itself closed under vector addition and scalar multiplication.
Use it to describe constrained directions, solution sets, feature spaces, and invariant structure.
The plane x+y+z=0 through the origin is a subspace of ℝ³.Vector spaces
Span
span{v₁,…,vₖ}The set of every linear combination of a given collection of vectors.
Use it to describe all directions or outputs reachable from generators.
span{[1,0],[0,1]} = ℝ².Vector spaces
Linear independence
A set of vectors is independent when only the all-zero coefficients produce the zero vector.
Use it to detect redundant directions and select a basis.
[1,0] and [0,1] are linearly independent.Vector spaces
Basis
A linearly independent set that spans a vector space.
Use it to assign coordinates and represent every vector uniquely.
{[1,0],[0,1]} is the standard basis of ℝ².Vector spaces
Dimension
dim(V)The number of vectors in any basis of a finite-dimensional vector space.
Use it to measure independent degrees of freedom.
dim(ℝ⁴)=4.Vector spaces
Column space
Col(A)The span of a matrix's columns, equal to all outputs Ax.
Use it to determine whether Ax=b is solvable and what outputs a transformation can produce.
Ax=b is solvable exactly when b belongs to Col(A).Vector spaces
Null space
Null(A)The set of vectors x satisfying Ax=0.
Use it to describe invisible directions, homogeneous solutions, parameter redundancy, and constraints.
If A=[1 2], then Null(A)=span{[-2,1]}.Vector spaces
Rank-nullity theorem
rank(A)+nullity(A)=nFor a matrix with n columns, column-space dimension plus null-space dimension equals n.
Use it to connect independent outputs with lost input degrees of freedom.
A 3×5 matrix with rank 3 has nullity 2.Linear transformations
Linear transformation
T(u+v)=T(u)+T(v)A mapping that preserves vector addition and scalar multiplication.
Use it to model rotation, scaling, projection, filtering, and linear layers.
T([x,y])=[2x,y] scales the x direction by 2.Linear transformations
Kernel
ker(T)The set of inputs mapped to the zero vector by a linear transformation.
Use it to detect information lost by a transformation and test injectivity.
T is one-to-one exactly when ker(T)={0}.Linear transformations
Image
im(T)The set of all outputs produced by a transformation.
Use it to describe reachable outputs and test surjectivity.
For matrix transformation T(x)=Ax, im(T)=Col(A).Linear transformations
Change of basis
Re-expressing the same vector or transformation using a different coordinate basis.
Use it to align coordinates with geometry, simplify an operator, or move between local and global frames.
If P contains new basis vectors as columns, then [v]new=P⁻¹v.Spatial and affine geometry
Point
PA location in an affine space that does not by itself have magnitude or direction.
Use points for positions and subtract two points to obtain a displacement vector.
Adding two points is not intrinsically defined without choosing an origin or an affine combination.
For P=(1,2) and Q=(4,6), the displacement Q-P=[3,4].Spatial and affine geometry
Position vector
OPA vector from a chosen origin O to a point P.
Use it to represent points with coordinates after fixing an origin and basis.
If O=(0,0,0) and P=(2,-1,3), then OP=[2,-1,3].Spatial and affine geometry
Affine space
A space of points in which differences of points are vectors but no origin is preferred.
Use it to model geometry independently of an arbitrary coordinate origin.
A translated plane is an affine space even when it does not pass through the origin.Spatial and affine geometry
Affine combination
ΣαᵢPᵢ, Σαᵢ=1A weighted combination of points whose coefficients sum to 1.
Use it for interpolation, centroids, barycentric coordinates, and affine transformations.
The midpoint of P and Q is 0.5P+0.5Q.Spatial and affine geometry
Parametric equation of a line
x=p+tvA line represented by a point p and a nonzero direction vector v.
Use it to generate line points and solve intersections with planes or other lines.
Through p=(1,2) with v=[3,-1]: x(t)=(1+3t,2-t).Spatial and affine geometry
Equation of a plane
n·(x-p)=0A plane described by a point p and a nonzero normal vector n.
Use it for classification boundaries, clipping, collision tests, and geometric constraints.
With n=[1,2,3] and p=(1,0,0), the plane is x+2y+3z=1.Spatial and affine geometry
Hyperplane
w·x=bAn affine subspace of dimension n-1 in an n-dimensional space.
Use it as a decision boundary, constraint surface, or higher-dimensional plane.
In ℝ⁴, w·x=b defines a three-dimensional hyperplane.Spatial and affine geometry
Normal vector
nA vector perpendicular to a line, plane, surface tangent space, or hyperplane.
Use it to define planes, calculate distances, reflect vectors, and determine surface orientation.
For 2x-y+3z=4, a normal vector is [2,-1,3].Spatial and affine geometry
Line-plane intersection
A point found by substituting a parametric line into a plane equation and solving for its parameter.
Use it for ray casting, rendering, collision detection, and geometric construction.
If n·v=0, the line is parallel to the plane or lies entirely inside it.
Substitute x=p+tv into n·x=d, then solve t=(d-n·p)/(n·v).Spatial and affine geometry
Distance from a point to a line
The length of the shortest perpendicular segment from a point to a line.
Use it for nearest-path queries, fitting, collision margins, and geometric error.
For line p+tv, distance(P,line)=‖(P-p)-projᵥ(P-p)‖.Spatial and affine geometry
Distance from a point to a plane
|n·P-d|/‖n‖The absolute signed plane equation at a point, normalized by the normal-vector length.
Use it for margins, clipping, collision detection, and point-cloud processing.
Distance from (1,2,3) to z=0 is 3.Spatial and affine geometry
Projection onto a plane
The closest point on a plane obtained by removing the normal component of a displacement.
Use it to snap points to surfaces, resolve constraints, and decompose motion.
For plane n·x=d, Pproj=P-((n·P-d)/‖n‖²)n.Spatial and affine geometry
Reflection across a plane
A transformation that reverses the normal component while preserving components parallel to the plane.
Use it for mirror geometry, bounce directions, symmetry, and graphics.
For a plane through the origin, vrefl=v-2projₙ(v).Spatial and affine geometry
Barycentric coordinates
α+β+γ=1Weights that express a point as an affine combination of simplex vertices.
Use them for triangle interpolation, point-in-triangle tests, meshes, and finite elements.
P=αA+βB+γC with α+β+γ=1.Spatial and affine geometry
Area from a determinant
|det([u v])|The absolute determinant of two planar edge vectors, equal to their parallelogram area.
Use it for polygon area, orientation tests, Jacobians, and coordinate changes.
u=[3,0], v=[1,2] give area |3×2-0×1|=6.Spatial and affine geometry
Scalar triple product
u·(v×w)A signed volume measure for the parallelepiped formed by three three-dimensional vectors.
Use it for volume, coplanarity, and three-dimensional orientation tests.
The volume is |u·(v×w)|.Spatial and affine geometry
Orientation
sign(det)A sign indicating the handedness or clockwise versus counterclockwise order of a basis or point sequence.
Use it for polygon algorithms, winding, normals, and coordinate-system consistency.
In 2D, det([B-A,C-A])>0 means A,B,C are counterclockwise.Spatial and affine geometry
Homogeneous coordinates
[x,y,z,w]Coordinates with an extra scale component that represent affine points and projective directions uniformly.
Use them to combine translation, rotation, scaling, perspective, and projection in matrix form.
A homogeneous vector must be normalized carefully when its final component is nonzero; a zero final component represents a direction at infinity.
The 2D point (x,y) becomes [x,y,1], while a direction becomes [vx,vy,0].Lattice geometry
Lattice
L=BℤᵏA discrete set of points formed by all integer combinations of linearly independent basis vectors.
Use lattices in discrete geometry, coding, cryptography, optimization, and crystallography.
For b₁=[2,0], b₂=[1,3], L={z₁b₁+z₂b₂ | z₁,z₂∈ℤ}.Lattice geometry
Integer lattice
ℤⁿThe lattice of all n-dimensional vectors with integer coordinates.
Use it as the standard coordinate lattice and a reference for sublattices and integer optimization.
ℤ² contains every point (m,n) with m,n∈ℤ.Lattice geometry
Lattice basis
B=[b₁ … bₖ]A linearly independent set whose integer combinations generate a lattice.
Use it to encode, enumerate, transform, and calculate properties of a lattice.
A lattice has infinitely many possible bases, often with very different vector lengths and angles.
Columns [2,0] and [1,3] form a basis of a two-dimensional lattice.Lattice geometry
Lattice rank
rank(L)The number of vectors in a lattice basis, equal to the dimension of its real span.
Use it to distinguish full-rank and lower-dimensional lattices inside an ambient space.
The lattice generated by [1,0,0] and [0,1,0] has rank 2 in ℝ³.Lattice geometry
Lattice point
BzA point produced by multiplying a lattice basis matrix by an integer vector.
Use it as the discrete candidate in closest-point, packing, coding, and integer-constraint problems.
With B=[[2,1],[0,3]] and z=[2,-1], Bz=[3,-3].Lattice geometry
Fundamental parallelepiped
P(B)The half-open region formed by basis coefficients between 0 inclusive and 1 exclusive.
Use it as one repeating cell that contains one representative of each coset modulo the lattice.
P(B)={Bt | 0≤tᵢ<1}.Lattice geometry
Lattice determinant
det(L)The volume of a fundamental region, also called the lattice covolume.
Use it to measure lattice density and compare the spacing of full-rank lattices.
For square basis B, det(L)=|det(B)|; B=[[2,1],[0,3]] gives 6.Lattice geometry
Sublattice
L'⊆LA subgroup of a lattice that is itself a lattice in the same real span or a lower-dimensional span.
Use it to impose additional congruence conditions or compare nested discrete structures.
2ℤ² is a sublattice of ℤ².Lattice geometry
Lattice index
[L:L']The number of cosets of a full-rank sublattice L' in L.
Use it to measure how much sparser a sublattice is and relate determinants of nested lattices.
[ℤ²:2ℤ²]=4 and det(2ℤ²)=4det(ℤ²).Lattice geometry
Unimodular matrix
U∈GLₙ(ℤ)An integer square matrix with determinant 1 or -1, whose inverse is also integral.
Use it to change a lattice basis without changing the lattice itself.
If B'=BU with det(U)=±1, then B and B' generate the same lattice.Lattice geometry
Equivalent lattice bases
B'=BUTwo bases related by a unimodular integer matrix that generate exactly the same lattice.
Use it to replace a long, skewed basis with a shorter and more orthogonal one.
B and B'=B[[1,1],[0,1]] are equivalent bases.Lattice geometry
Gram matrix of a lattice basis
G=BᵀBA matrix of all pairwise inner products of basis vectors.
Use it to calculate lengths, angles, volumes, and quadratic forms in basis coordinates.
For integer vector z, ‖Bz‖²=zᵀGz.Lattice geometry
Gram-Schmidt for lattice bases
bᵢ*An orthogonalization used to analyze a lattice basis without generally producing another lattice basis.
Use it to compute projection coefficients, basis quality, and LLL reduction steps.
Gram-Schmidt vectors are analytical auxiliaries and need not be lattice points.
b₂*=b₂-μ₂₁b₁* with μ₂₁=⟨b₂,b₁*⟩/‖b₁*‖².Lattice geometry
Orthogonality defect
∏‖bᵢ‖/det(L)A measure of how far a full-rank basis is from being orthogonal.
Use it to compare basis quality and anticipate numerical or enumeration difficulty.
The defect equals 1 for an orthogonal basis and is greater than or equal to 1 otherwise.Lattice geometry
Dual lattice
L*The set of vectors having integer inner products with every vector in L.
Use it in Fourier analysis, coding theory, reciprocal geometry, and transference bounds.
For full-rank basis B, a dual basis is B⁻ᵀ.Lattice geometry
Shortest vector problem
SVPFinding a shortest nonzero vector in a lattice under a chosen norm.
Use it to understand lattice geometry, reduction quality, and lattice-based cryptographic hardness.
Find z≠0 minimizing ‖Bz‖.Lattice geometry
Closest vector problem
CVPFinding the lattice point closest to a target point.
Use it for decoding, quantization, integer least squares, and lattice-based security analysis.
Find z minimizing ‖Bz-t‖.Lattice geometry
Successive minima
λᵢ(L)Radii needed to contain increasing numbers of linearly independent lattice vectors.
Use them to describe lattice shape beyond only the single shortest vector.
λ₁(L) is the shortest-vector length, while λₖ(L) reaches k independent vectors.Lattice geometry
Minkowski's convex body theorem
A volume condition ensuring that a symmetric convex body contains a nonzero lattice point.
Use it to prove bounds on short lattice vectors and results in algebraic number theory.
A sufficiently large origin-symmetric convex body must contain a nonzero point of L.Lattice geometry
Lattice sphere packing
Placing equal nonoverlapping spheres at lattice points and measuring the occupied-space fraction.
Use it in coding theory, communications, discrete geometry, and high-dimensional optimization.
The packing radius is half the shortest nonzero lattice-vector length.Lattice geometry
Voronoi cell of a lattice
The region of points at least as close to one lattice point as to every other lattice point.
Use it to understand nearest-lattice-point decoding and the geometric shape of CVP regions.
The Voronoi cell around 0 tiles space by lattice translations.Lattice geometry
Lattice basis reduction
Replacing a lattice basis by an equivalent basis with shorter and more nearly orthogonal vectors.
Use it to improve enumeration, integer-relation search, cryptanalysis, and numerical behavior.
A reduced basis generates the same lattice but exposes its geometry more clearly.Lattice geometry
LLL algorithm
LLLA polynomial-time algorithm that produces a basis satisfying size-reduction and Lovász conditions.
Use it for practical approximate short vectors, polynomial factoring, cryptanalysis, and integer relations.
LLL gives a quality guarantee for an approximate short vector, not necessarily the exact SVP solution.
LLL repeatedly size-reduces Gram-Schmidt coefficients and swaps basis vectors when the Lovász condition fails.Eigenvalues and decompositions
Eigenvalue
Av=λvA scalar λ by which a linear transformation scales a nonzero eigenvector without changing its direction.
Use eigenvalues to study stability, long-term dynamics, covariance, graphs, and differential equations.
For A=diag(2,3), the eigenvalues are 2 and 3.Eigenvalues and decompositions
Eigenvector
Av=λv, v≠0A nonzero direction preserved by a linear transformation up to scalar scaling.
Use it to identify natural axes, dominant modes, steady states, and principal directions.
For A=diag(2,3), [1,0] is an eigenvector for λ=2.Eigenvalues and decompositions
Characteristic polynomial
det(A-λI)A polynomial whose roots are the eigenvalues of a square matrix.
Use it for symbolic eigenvalue calculations and theoretical analysis of small matrices.
For A=[[2,0],[0,3]], det(A-λI)=(2-λ)(3-λ).Eigenvalues and decompositions
Diagonalization
A=PDP⁻¹Representing a matrix using a diagonal matrix of eigenvalues and a basis of eigenvectors.
Use it to simplify matrix powers, recurrences, and linear dynamical systems.
Not every square matrix has enough independent eigenvectors to be diagonalizable.
A^k=PD^kP⁻¹ when A is diagonalizable.Eigenvalues and decompositions
LU decomposition
PA=LUFactoring a matrix into lower- and upper-triangular factors, sometimes with row permutation.
Use it to solve several systems with the same coefficient matrix efficiently.
Factor PA=LU, then solve Ly=Pb and Ux=y.Eigenvalues and decompositions
QR decomposition
A=QRFactoring a matrix into an orthogonal matrix Q and an upper-triangular matrix R.
Use it for numerically stable least squares, orthonormal bases, and eigenvalue algorithms.
Solve least squares by Rx=Qᵀb after A=QR.Eigenvalues and decompositions
Singular value decomposition
A=UΣVᵀA factorization of any matrix into orthogonal singular-vector matrices and nonnegative singular values.
Use it for compression, denoising, pseudoinverses, low-rank approximation, and latent structure.
Small singular values can amplify noise when used in an inverse or pseudoinverse.
Keeping the largest k singular values gives the best rank-k approximation in the 2-norm and Frobenius norm.Eigenvalues and decompositions
Least squares
min ‖Ax-b‖₂Finding parameters that minimize the squared residual when a linear system has no exact solution or is overdetermined.
Use it for regression, calibration, reconstruction, and fitting noisy measurements.
Fit y≈mx+c by minimizing the sum of squared vertical residuals.Eigenvalues and decompositions
Principal component analysis
X≈UₖΣₖVₖᵀA dimensionality-reduction method that finds orthogonal directions of greatest variance in centered data.
Use it to visualize, compress, denoise, or summarize correlated numerical features.
PCA is sensitive to feature scale, outliers, and the assumption that high variance is informative.
Center X, compute its SVD, and project onto the first k right singular vectors.