Mathematics reference

Math Wiki

Notes on mathematical concepts, with definitions, worked examples, and connections. Each entry grows as I study and revisit the subject.

한국어 수학 위키

Linear Algebra

  • Cholesky decomposition

    Understand how geodetic network adjustment led to Cholesky factorization, how its purpose developed, and how to compute it.

  • Conjugate gradient method

    Derive conjugate gradients from Hestenes and Stiefel's published system, follow its four steps, and explore residuals, energy error, and preconditioning.

  • Gram–Schmidt orthogonalization

    Build perpendicular unit directions by removing projections, preserve successive spans, and understand the difference between classical and modified Gram–Schmidt.

  • Householder reflection

    Derive a reflection that zeros a column tail, understand its geometry and stable sign choice, and connect compact reflectors to QR and eigenvalue algorithms.

  • LU decomposition

    Factor a matrix into lower and upper triangular matrices to solve linear systems efficiently.

  • Matrix factorization and decomposition

    Represent matrices as products of structured factors, and choose between LU, Cholesky, QR, and other decompositions.

  • Matrix norms

    Measure matrix amplification with induced norms, distinguish spectral and Frobenius norms, and bound errors in linear systems.

  • QR factorization

    Store orthogonalization as A = QR, solve least squares through a triangular system, and compare Gram–Schmidt, Householder reflections, and Givens rotations.

  • Quadratic form

    Read xᵀAx as a scalar quadratic expression, understand its geometry, and connect its curvature to matrix factorizations and optimization.

  • Schur complement

    Eliminate a block of variables and understand the remaining matrix through linear systems, quadratic energy, and Cholesky factorization.

  • Sparse matrices and storage formats

    Represent sparse matrices with COO, CSR, and CSC, read their pointer arrays, and choose a format for assembly or computation.

  • Symmetric positive definite matrix

    Recognize positive energy in every direction through quadratic forms, eigenvalues, Cholesky factors, and worked examples.

  • Vector norms

    Measure vector size with the 1, 2, and infinity norms, compare their geometry, and choose a meaningful error measure.

Optimization

  • Carathéodory’s Theorem

    Compress a convex combination to at most d + 1 points, starting from Carathéodory’s Fourier-coefficient problem and a constructive weight-elimination proof.

  • Convexity

    Derive convex sets from mixing production plans, distinguish convex functions from feasible regions, and connect global minima to quadratic curvature.

  • Farkas’ Lemma

    Prove that linear constraints are impossible by combining them into a contradiction, and connect the certificate to cones and LP duality.

  • Linear programming

    Derive linear models, improving exchanges, and optimality certificates from Kantorovich's machine allocation and Dantzig's assignment problem.

  • Optimization duality

    Turn production constraints into optimality certificates, prove LP strong duality with Farkas’ lemma, and derive Lagrange duals and KKT conditions.

  • Simplex method

    Derive basis exchanges, reduced costs, and the ratio test from a historical production problem, then certify the answer and find a feasible start.