A tutorial on the Aitken convergence accelerator.
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My first attempt at writing a tutorial. I first heard of convergence accelerators over ten years ago, but it is only few years after that I looked into it and implemented some methods. I recently discovered Meyers iterative Aitken idea, and noticed the use of convergence accelerators for page ranking algorithms. So it was a good time to update my old notes and try writing a tutorial. |
A tutorial on inverting three by three matrices with cross products.
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My second attempt at writing a tutorial. I realised recently that some simple linear algebra tricks that could be understood by everyone, were not very well known. Following the need to optimize the same mathematical function with the same method for the third time in my career, I decided to write this tutorial so that hopefully everyone can benefit from it. |
A tutorial on trigonometric curve fitting with Prony's method.
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My last tutorial this year (2007). I read over a year ago Channels & Cycles, which lead me to The Profit Magic of Stock Transaction Timing. Trigonometric curve fitting and Prony's method were mentioned without much explanation. A year and a half passed quickly with moving countries and a new job. I finally got the time to finish this tutorial and can now share it with everyone. |
A tutorial on linear prediction and the Levinson Durbin method.
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My first tutorial in 2009. I have been using Linear Prediction, and my old Levinson Durbin code for several years. I recently needed the method again in a different context, and found out that my very old code was not commented! The method was trivial, but still I had to derive it again. Instead of keeping my notes to myself and lose them again, I decided to write this tutorial. |
A tutorial on linear prediction and the Burg method.
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Another tutorial in 2009. I have been using the Burg method from Numerical Recipes for a while when a direct forward prediction was unstable. Having a break from my MBA program, I decided to dig more into the method and understand the math behind it. I was surprised not to find any simple explanation of the algorithm anywhere, and therefore decided to rederive the equations and write this tutorial given how simple the ideas and math behind it are. |
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All the content of my pages is completely free and will always remain free, which means you can use any of it free of charge for any purposes. If you are satisfied with my work and want to help improve those work or motivate the development of other quality works, any amount of donation small or large will be welcome and gratefully appreciated. |
