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  2. Vectorization (mathematics) - Wikipedia

    en.wikipedia.org/wiki/Vectorization_(mathematics)

    In Matlab/GNU Octave a matrix A can be vectorized by A(:). GNU Octave also allows vectorization and half-vectorization with vec(A) and vech(A) respectively. Julia has the vec(A) function as well. In Python NumPy arrays implement the flatten method, [note 1] while in R the desired effect can be achieved via the c() or as.vector() functions.

  3. Conjugate gradient method - Wikipedia

    en.wikipedia.org/wiki/Conjugate_gradient_method

    A comparison of the convergence of gradient descent with optimal step size (in green) and conjugate vector (in red) for minimizing a quadratic function associated with a given linear system. Conjugate gradient, assuming exact arithmetic, converges in at most n steps, where n is the size of the matrix of the system (here n = 2).

  4. Estimation of covariance matrices - Wikipedia

    en.wikipedia.org/wiki/Estimation_of_covariance...

    A random vector X ∈ R p (a p×1 "column vector") has a multivariate normal distribution with a nonsingular covariance matrix Σ precisely if Σ ∈ R p × p is a positive-definite matrix and the probability density function of X is

  5. Outer product - Wikipedia

    en.wikipedia.org/wiki/Outer_product

    In linear algebra, the outer product of two coordinate vectors is the matrix whose entries are all products of an element in the first vector with an element in the second vector. If the two coordinate vectors have dimensions n and m , then their outer product is an n × m matrix.

  6. Row- and column-major order - Wikipedia

    en.wikipedia.org/wiki/Row-_and_column-major_order

    Note how the use of A[i][j] with multi-step indexing as in C, as opposed to a neutral notation like A(i,j) as in Fortran, almost inevitably implies row-major order for syntactic reasons, so to speak, because it can be rewritten as (A[i])[j], and the A[i] row part can even be assigned to an intermediate variable that is then indexed in a separate expression.

  7. Automatic vectorization - Wikipedia

    en.wikipedia.org/wiki/Automatic_vectorization

    Here, c[i:i+3] represents the four array elements from c[i] to c[i+3] and the vector processor can perform four operations for a single vector instruction. Since the four vector operations complete in roughly the same time as one scalar instruction, the vector approach can run up to four times faster than the original code.

  8. Clustered standard errors - Wikipedia

    en.wikipedia.org/wiki/Clustered_standard_errors

    Consider a simple model with N observations that are subdivided in C clusters. Let Y {\displaystyle Y} be an n × 1 {\displaystyle n\times 1} vector of outcomes, X {\displaystyle X} a n × m {\displaystyle n\times m} matrix of covariates, β {\displaystyle \beta } an m × 1 {\displaystyle m\times 1} vector of unknown parameters, and e ...

  9. Vector quantization - Wikipedia

    en.wikipedia.org/wiki/Vector_quantization

    Vector quantization (VQ) is a classical quantization technique from signal processing that allows the modeling of probability density functions by the distribution of prototype vectors. Developed in the early 1980s by Robert M. Gray , it was originally used for data compression .