Showing posts with label Math. Show all posts
Showing posts with label Math. Show all posts

Friday, February 6, 2015

An interesting equality from linear algebra

It's a bit mind-blowing when you want to understand it geometrically:
we have vectors $x_1, \dots, x_n$ in n-dimensional space

Let's take orthonormal basis in this space $e_1, \dots, e_n$ and compute such vectors obtained with via scalar product:
$$z_i = (<e_i, x_1>, <e_i, x_2>, \dots, <e_i, x_n>)  $$

So the theorem is:
$$ \det_{i,j} <z_i, z_j> = \det_{i,j} <x_i, x_j>  $$

And the proof is actually very simple, let's introduce the matrix $A$: $A_{ij} = <x_i, e_j> $

$$ \det_{i,j} <z_i, z_j> = \det A^T A = \det A A^T  = \det_{i,j} <x_i, x_j>  $$

Voila! Beautiful, but absolutely unclear.

Saturday, November 1, 2014

No Free Lunch

Until today, I was absoltely sure that "No Free Lunch Theorem" is rather proverb to say "There is no easy way to solve problem in very general case, better results can be obtained only in particular cases".

I'd never expect there is really a mathematical theorem which proves that (for optimization problems):