In my previous post on dynamic mode decomposition, I discussed the foundations of DMD as a means for linearizing a dynamical system123. In this post, I want to look at a way in which we can use rank-updates to incorporate new information into the …
In the next two posts, I want to talk briefly about an algorithm called Dynamic Mode Decomposition (DMD). DMD is a spatiotemporal modal decomposition technique that can be used to identify spatial patterns in a signal (modes), along with the time …
In this post, I’m going to go over some examples of rank-one updates of matrices. To compute rank-one updates, we rely on the Sherman-Morrison-Woodbury theorem. From the previous post on Blockwise Matrix Inversion, recall that, given a matrix …
I’m taking a Statistics course on the theory of linear models, which covers Gauss-Markov models and various extensions of them. Sometimes, when dealing with partitioned matrices, and commonly Multivariate Normal Distributions, we’ll often …