Data projections

This commit is contained in:
rowanc1
2014-02-13 17:42:51 -08:00
parent cd62bfd17b
commit cc3f2d867c
4 changed files with 45 additions and 4 deletions
+14 -2
View File
@@ -1,4 +1,4 @@
.. _api_TDEM:
.. _api_TDEM_derivation:
.. math::
@@ -229,7 +229,7 @@ with
Implementing **J** times a vector
****************************************
*********************************
Multiplying **J** onto a vector can be broken into three steps
@@ -290,3 +290,15 @@ and
+ \MfMui \dcurl \MeSig^{-1} \vec{p}_e^{(t+1)} + \MfMui \vec{p}_b^{(t+1)} \\
\vec{y}_e^{(t+1)} = \MeSig^{-1} \dcurl^\top \MfMui \vec{y}_b^{(t+1)} - \MeSig^{-1} \vec{p}_e^{(t+1)}
\end{align}
Implementing \\(\\mathbf{J}^\\top\\) times a vector
*********************************
Multiplying \\(\\mathbf{J}^\\top\\) onto a vector can be broken into three steps
* Compute \\(\\vec{u} = \\mathbf{Q}^\\top \\vec{v}\\)
* Solve \\(\\hat{\\mathbf{A}}^\\top \\vec{y} = \\vec{u}\\)
* Compute \\(\\vec{w} = -\\mathbf{G}^\\top y\\)