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- 约1.24万字
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- 2018-11-24 发布于福建
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Convex Optimization — Boyd Vandenberghe
9. Numerical linear algebra background
• matrix structure and algorithm complexity
• solving linear equations with factored matrices
• LU, Cholesky, LDLT factorization
• block elimination and the matrix inversion lemma
• solving underdetermined equations
9–1
Matrix structure and algorithm complexity
cost (execution time) of solving Ax = b with A ∈ Rn ×n
• for gen
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