\begin{align} \underset{\mathbf{W}}{\operatorname{arg,min}},, & |\mathbf{W}\mathbf{W}^\top \mathbf{X}-\mathbf{X}|_\mathrm{F}^2 & & \ \text{s.t.},,,,, & \mathbf{W ...
This is the course page for an 18.S096 Special Subject in Mathematics at MIT taught in January 2023 (IAP) by Professors Alan Edelman and Steven G. Johnson. For a previous version of this course, see ...
Abstract: The paper begins with a review of the algebras related to Kronecker products. These algebras have several applications in system theory including the analysis of stochastic steady state. The ...