eigen value
eigen vector
matrix rank
symmetric matrix
http://en.wikipedia.org/wiki/Symmetric_matrix
eigenvalue decomposition
http://en.wikipedia.org/wiki/Spectral_theorem
singular value decomposition
http://en.wikipedia.org/wiki/Singular_value_decomposition
linear equations
- inhomogeneous equations
- homogeneous equations - unconstrained / constrained
triangular decompostion:
QR, LL, LU decomposition
QR decomposition
http://en.wikipedia.org/wiki/QR_decomposition
- householder transformation
http://en.wikipedia.org/wiki/Householder_transformation
- Givens rotation
http://en.wikipedia.org/wiki/Givens_rotation
- Gram-Schmidt transformation
http://en.wikipedia.org/wiki/Gram%E2%80%93Schmidt_process
Cholesky LL decomposition
http://en.wikipedia.org/wiki/Cholesky_decomposition
LU decomposition
ref. http://rkb.home.cern.ch/rkb/AN16pp/node160.html#SECTION0001600000000000000000
http://en.wikipedia.org/wiki/LU_decomposition
nonlinear optimization
http://en.wikipedia.org/wiki/Newton%27s_method
http://en.wikipedia.org/wiki/Newton%27s_method_in_optimization
http://en.wikipedia.org/wiki/Linear_least_squares
cf. nonlinear least squares
http://en.wikipedia.org/wiki/Non-linear_least_squares
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