Session 4 - Linear Algebra II

Eigenvectors, dimensionality reduction, and dynamics.

Topics covered

• Eigenvalues and eigenvectors; the characteristic equation
• Symmetric matrices and orthogonal eigenvectors
• Principal Component Analysis (PCA) via the covariance matrix
• The singular value decomposition (SVD)
• Linear dynamical systems and stability

Materials

• 📊 Slides
• ✏️ Exercise sheet
• ✅ Solutions