|
 Cholesky matrix
A lower-triangular matrix that acts as a matrix "square root" for a positive
definite matrix.
eigenvalue,
eigenvector Concepts from linear algebra.
interpolation Any procedure for fitting a function to a set of points in
such a manner that the function intercepts each of the points.
positive definite
matrix A real symmetric matrix, all of whose eigenvalues are real and positive.
Taylor
series expansion In calculus, a power series obtained as a
limit of Taylor polynomials that may approximate or equal the
function from which it is constructed. |
and
of a
function f:
are
the vector of its first partial derivatives and matrix of its second
partial derivatives:
is the matrix of its first partial derivatives.
