Bla
Matrix Inversions (Approximate Matrices) and Log Determinant (Jacobians)
- Reduced Order Matrix
- Gram, Covariance
- Data Independent - Fourier Features
- Data Dependent - Nyström
- Sparse Matrix
- Structured Matrix - Diagonal, TriDiagonal, Kronecker, Block Diagonal, Triangular
- Log Determinant - Stochastic, Hutchins
- SVD/PCA/EOFs/POD
- Randomized Sketching + Deterministic Post-Processing
- Order of Matrix Multiplications
- Vector Jacobian Products
- Linear Solve
- Cholesky
- Iterative - Conjugate Gradient
Applications
- randomized SVD
- Gap-Filling with EOFs
- Eigenmaps - Laplacian, Schrodinger, Locality Projections
- Log Determinants - GPs, Fokker-Planck PDE
- Vector Jacobian Products - 3DVar, 4DVar
- Linear Solvers
- Regression - Linear, Ridge, Lasso, Elastic Net, Kernel, Fourier Features, Nystrom
- State Estimation - DeNoise, DeBlurr, Gap Filling (SVD), 3DVarNet, SC 4DVarNet
- Poisson Solver - Periodic, Dirichlet, Neumann, Staggered Grid