18.S096 | January IAP 2023 | Undergraduate

Matrix Calculus for Machine Learning and Beyond

Lecture 8 Part 1: Derivatives of Eigenproblems

Description: To differentiate eigenvectors and eigenvalues, we first consider derivatives with constraints, such as derivatives on a circle or derivatives involving unitary matrices.

Instructors: Alan Edelman, Steven G. Johnson

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January IAP 2023
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