I’ve become quite interested in numerical methods / scientific computing / applied math topics for a particular research question, and reading research paper...

I started off writing this post wanting to do some brief discussion of floating point arithmetic, inspired by what I am reading, Lecture 13 of Trefethen an...

This post is an annotated version a Linear Least Squares with Equality constraints (LSE for short) solution from Matrix Computations, Gene H. Golub and...

Given a \(m \times n\) matrix \(\mathbf{A}\), \(m \geq n\), what are the dimensions / sizes of the QR decomposition (full and reduced), and the SVD (fu...

I didn’t know the difference between a unitary and orthogonal matrix. They seemed to behave the same, so …?

Today I learned about the condition number, \(\kappa\), of a sample \(\{ x_i \}\) of \(N\) data points, with respect to computing the variance. Previously,...

This post will contain some examples of numerically instable and stable methods for computing the sample mean and variance, with some references. Firs...