Tutorial: Matrix Concepts in Machine Learning with Formulas and Examples

1. Determinant

Definition

The determinant of a square matrix $A \in \mathbb{R}^{n \times n}$ is a scalar value that tells us about the volume change under the linear transformation represented by $A$, and whether the matrix is invertible.

Formula (2x2 matrix)

$$\text{det}(A) = \begin{vmatrix} a & b \\ c & d \end{vmatrix} = ad - bc$$

Example

$$A = \begin{bmatrix} 2 & 3 \\ 1 & 4 \end{bmatrix} \Rightarrow \text{det}(A) = 2 \cdot 4 - 3 \cdot 1 = 8 - 3 = 5$$

Since $\text{det}(A) \neq 0$, the matrix is invertible.

2. Invertibility

A matrix $A$ is invertible if and only if $\text{det}(A) \neq 0$.

Inverse Formula (2x2 matrix)

$$A^{-1} = \frac{1}{\text{det}(A)} \begin{bmatrix} d & -b \\ -c & a \end{bmatrix}$$

Example

$$A^{-1} = \frac{1}{5} \begin{bmatrix} 4 & -3 \\ -1 & 2 \end{bmatrix} = \begin{bmatrix} 0.8 & -0.6 \\ -0.2 & 0.4 \end{bmatrix}$$

3. Cholesky Decomposition

Only applies to symmetric positive definite matrices $A$:

$$A = LL^T$$

where $L$ is a lower triangular matrix.

Example

$$A = \begin{bmatrix} 4 & 2 \\ 2 & 3 \end{bmatrix} \Rightarrow L = \begin{bmatrix} 2 & 0 \\ 1 & 1 \end{bmatrix}$$

Used in Gaussian sampling, and optimization.

4. Eigenvalues and Eigenvectors

Definition

For matrix $A$, if:

$$A\mathbf{v} = \lambda\mathbf{v}$$

then $\lambda$ is an eigenvalue and $\mathbf{v}$ is an eigenvector.

Characteristic Equation

$$\text{det}(A - \lambda I) = 0$$

Example

$$A = \begin{bmatrix} 2 & 1 \\ 1 & 2 \end{bmatrix} \\ \text{det}(A - \lambda I) = \begin{vmatrix} 2-\lambda & 1 \\ 1 & 2-\lambda \end{vmatrix} = (2-\lambda)^2 - 1 = 0$$

$$(2-\lambda)^2 = 1 \Rightarrow \lambda = 1, 3$$

5. Orthogonal Matrix

A matrix $Q$ is orthogonal if:

$$Q^T Q = QQ^T = I$$

Example

$$Q = \begin{bmatrix} 1 & 0 \\ 0 & -1 \end{bmatrix} \Rightarrow Q^T Q = I$$

Used in preserving vector lengths and directions in transformations.

6. Diagonalization

Matrix $A$ is diagonalizable if:

$$A = PDP^{-1}, \text{ where } D \text{ is diagonal with eigenvalues}$$

Example

$$A = \begin{bmatrix} 2 & 0 \\ 0 & 3 \end{bmatrix} \Rightarrow A \text{ is already diagonal}$$

7. SVD (Singular Value Decomposition)

Every matrix $A \in \mathbb{R}^{m \times n}$ can be written as:

$$A = U \Sigma V^T$$

Where:

• $U \in \mathbb{R}^{m \times m}$: left singular vectors
• $\Sigma \in \mathbb{R}^{m \times n}$: diagonal matrix of singular values
• $V \in \mathbb{R}^{n \times n}$: right singular vectors

Example

$$A = \begin{bmatrix} 3 & 1 \\ 1 & 3 \end{bmatrix} \Rightarrow \text{SVD gives } U, \Sigma, V^T$$

8. Dimensionality Reduction

PCA via SVD

1. Center the data.
2. Compute $X = U\Sigma V^T$
3. Reduce to $k$ dimensions: $X_k = U_k \Sigma_k$

Example (2D -> 1D)

Data:

$$X = \begin{bmatrix} 2 & 0 \\ 0 & 2 \end{bmatrix} \Rightarrow \text{PCA picks major axis with highest variance}$$

Summary Mind Map

graph TD Determinant -->|tests| Invertibility Invertibility -->|used in| Cholesky Determinant -->|used in| Eigenvalues Eigenvalues -->|determines| Eigenvectors Eigenvectors -->|constructs| OrthogonalMatrix OrthogonalMatrix -->|used in| Diagonalization Eigenvectors -->|used in| Chapter10 Diagonalization -->|used in| SVD SVD -->|used in| Chapter10 Cholesky -->|used in| Chapter6 Eigenvalues -->|used in| Diagonalization classDef green fill:#cfe,stroke:#333,stroke-width:1px; Chapter6["Chapter 6\nProbability\n& distributions"]:::green Chapter10["Chapter 10\nDimensionality\nreduction"]:::green

This tutorial covered essential matrix operations in machine learning and statistics. Understanding these topics is crucial for deeper areas like PCA, Gaussian models, optimization, and neural network training.