Linear Algebra
Decompositions
Factor a matrix to expose what it really does — eigenvalues, singular values, and principal components
Eigenvalues and eigenvectors
coreThe directions a matrix merely stretches instead of rotating — the natural axes along which covariance structure, iterative processes, and optimization landscapes reveal themselves.
11 mindecompositionseigenvaluesspectralPrincipal component analysis
coreRotate centered data onto its axes of maximal variance and keep the top few — the optimal linear compression, and the standard interview probe on eigenvectors, variance, and reconstruction error.
12 mindecompositionspcadimensionality-reductionSingular value decomposition
coreEvery matrix — square or not — factors into rotate, stretch, rotate. The stretch factors rank what the matrix actually does, which is why SVD powers low-rank approximation, PCA, and stable least squares.
12 mindecompositionssvdlow-rank