Lecture Convex optimization - Chapter: Numerical linear algebra background
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Lecture Convex optimization - Chapter: Numerical linear algebra background. This chapter presents the following content: Matrix structure and algorithm complexity; solving linear equations with factored matrices; LU, Cholesky, LDLT factorization; block elimination and the matrix inversion lemma; solving underdetermined equations.
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Lecture Convex optimization - Chapter: Numerical linear algebra background
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Lecture Convex optimization - Chapter: Numerical linear algebra background
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