18.S096 | January IAP 2023 | Undergraduate

Matrix Calculus for Machine Learning and Beyond

Lecture 6 Part 2: Calculus of Variations and Gradients of Functionals

Description: A “functional” F[u] takes a function u(x) and returns a number (e.g. by integrating), and since functions are perfectly good normed vector spaces we can define derivatives F′ with respect to functions u! This is called “calculus of variations.”

Instructors: Alan Edelman, Steven G. Johnson

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January IAP 2023
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