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Appendix A
Matrix Algebra Review
transpose
multiplication
(must be conformable)
addition
4.
5.
2
3
"12"
12. Singular values and condition number
- find eigenvalues of
- compute
s
i
= e
i
1/2
(s
i
> 0)
- condition number is ratio of largest s
i
to smallest
non-zero s
i
- indicates ill-conditioning that can lead to numerical errors
in equation solving due to roundoff
4
5
Least Squares Data Fitting
Notes
