Announcement

• HW6 (long), deadline extended to Sun 12/3 @ 11:59pm.

• Today’s (Nov 30) office hour moved to 12pm-1pm.

• Additional office hours:

  • Fri 12/1 @ 4pm-5pm on Zoom https://ucla.zoom.us/j/98224611941.

  • Sat 12/2 @ 8pm-9pm on Zoom https://ucla.zoom.us/j/98224611941.

Today

• SVD (cont’d).

• Multivariate calculus and optimization.

Q&A

• HW6, Q12. Hint: use the fact $\sigma_1 = \max \frac{|Ax|}{|x|}$.

• HW6, Q15.3. Hint: Triangle inequality of $\ell_p$ norm follows from the Minkowski/Holder’s inequality.

• HW6, Q17. Hint: show global optimality of $\hat{\Omega}$ by working on the precision matrix $\Omega^{-1}$.