1. See this post for tutorials/docs/notebooks to help you learn Numpy.
  2. My previous announcement said that all exercises from the linear algebra chapter are due. I changed my mind and only some are due.
  3. Homework 3 is now due March 4th at 6pm.

A new version of the notes with some changes has been posted. Some of these changes effect the homework. See below:

  • To avoid confusion with standard deviation, I changed the symbol for singular values to lambda
  • Problem 6.12.1 has a typo. It should read, "we will have at least one singular value sigma_k = 0 for k <= K", not "k<K."
  • Exercise 6.14.1 had a errors in the w estimate. This same exercise had some confusing wording regarding the error model. See the updated lecture notes for an improvement.
  • Exercise 6.6.1 will be easier to answer after you read remark 6.11. In other words, this question can be rigorously answered by using the SVD solution to the least squares problem.
  • In homework_03/src/simulator.py, in the function gaussian_samples(), there was a comment that should not be there. The comment was

    Start with an identity then populate off diagonal entries

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21 February 2013


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