Advanced Linear Algebra - Lecture 33: The Polar Decomposition and Principal Square Root of a Matrix
Автор: Nathaniel Johnston
Загружено: 2020-08-24
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Описание:
We introduce the principal square root of a positive semidefinite matrix, as well as the polar decomposition of a matrix (which generalizes the polar form of a complex number).
Textbook: http://www.njohnston.ca/publications/...
Blank course notes (lectures 30-33): http://www.njohnston.ca/ala_week8.pdf
Annotated course notes (lectures 30-33): http://www.njohnston.ca/ala_week8_ann...
Please leave a comment below if you have any questions, comments, or corrections.
Timestamps:
00:00 - Introduction
00:38 - Unitary freedom
03:28 - Principal square root
07:43 - Example
10:10 - Polar decomposition
15:46 - Intuition building
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