Computational Mathematics for Learning and Data Analysis
Computational Mathematics for Learning and Data Analysis
Computational Mathematics for Learning and Data Analysis
This note aims at providing the mathematical foundations for
some of the main computational approaches to Learning, Data Analysis and
Artificial Intelligence. Topics covered includes: Topology and Calculus, Matrix
products, Orthogonality and positive definiteness,Singular value decomposition,
SIngular value decomposition, Matrix norms, Unconstrained Optimality and
Convexity, QR factorization, Applications of linear least squares, Linear least
squares: properties and normal equations, Pseudoinverse of a matrix, Linear
least squares, Unconstrained Optimization.
This note explains the following topics: solving equations of one variable, Basic
numerical linear algebra, Approximation theory, Numerical integration, Numerical
ordinary differential equations.
Author(s): I Liang Chern, National
Taiwan University
This lecture note covers the following
topics: Prelude: computation, undecidability and the limits of mathematical
knowledge, Computational complexity 101: the basics, Problems and classes inside
N P, Lower bounds, Boolean Circuits, and attacks on P vs. NP, Proof complexity,
Randomness in computation, Abstract pseudo-randomness, Weak random sources and
randomness extractors, Randomness in proof, Randomness in proofs, Arithmetic
complexity, Interlude: Concrete interactions between Math and Computational
Complexity.
The goal of computational
mathematics, put simply, is to find or develop algorithms that solve
mathematical problems computationally. Topics covered includes: Errors and Error
Propagation, Root Finding, Interpolation, Integration, Discrete Fourier Methods
and Numerical Linear Algebra.
Author(s): H. De Sterck, P. Ullrich, Department of
Applied Mathematics, University of Waterloo