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Mathematical Foundation 1. Optimization 2. Linear Algebra 3. Matrix Operation
Mathematical Foundation 1. Optimization 2. Linear Algebra 3. Matrix Operation
Mathematical Foundation 1. Optimization 2. Linear Algebra 3. Matrix Operation
1. Optimization
2. Linear Algebra
3. Matrix Operation
Step to determine Minima or Maxima – Procedure for optimizing a single argument function
(a) Given y-f(x), find 1st derivative
(b) Set 1st derivative of f(x) to zero to identify the critical value
(c) Find the second derivative of f(x)
1) If the second derivative value > 0 then critical value is Minima
2) If the second derivative value < 0 then critical value is Maxima
First derivative test - substitute a value which is less and more than the critical value (-1,1).
Second derivative test - another test to determine whether critical values are maximum (s) / minimum (s)
3. Either use the first derivative test or second derivative test to verify whether the critical value is Max or relative min
or neither.
2. Linear Algebra
3. Matrix Operations
Eigenvectors & Eigenvalues