The Power Iteration Algorithm In Practice The Power Iteration algorithm, also known as the Von Mises iteration, is a simple yet powerful tool in linear algebra. It is used to compute the dominant eigenvector of a matrix and its corresponding eigenvalue. The algorithm has a wide range of applications from

Cholesky Decomposition, named after André-Louis Cholesky, a French military officer and mathematician, is a powerful tool in linear algebra that simplifies computational techniques, particularly in optimization, numerical solutions of differential equations, and simulation. This guide will delve into the details, breaking down its mathematical formulation, practical applications, and its importance

Cross-correlation is a powerful and versatile technique used in various fields, including signal processing, time series analysis, and image processing. This practical guide aims to provide a solid understanding of cross-correlation and its applications, allowing users to effectively analyze and interpret data by identifying relationships between two signals. By mastering

Autocorrelation, also known as serial correlation, is a statistical concept that measures the degree of similarity between a given time series and a lagged version of itself over successive time intervals. It describes the relationship between a variable's current value and its past values in a time series. Autocorrelation is

Using plain C++ for complex numerical calculations can be a lot of work. Luckily, some libraries can do much of the heavy lifting. I'm going to show you how to use Armadillo [http://arma.sourceforge.net/] to solve simple ordinary least squares (OLS) fitting. I'm assuming that you have the