Well, I have a friend in town for the weekend and I’m not doing much mathematics at all. I did, however, take a day off from work before he arrived, so I’ve written drafts of two summary PCA posts. (While working on a planned “overview”, I read all 50 PCA posts; I have decided to summarize Davis again in particular.)
You should read mathematics backwards, from the end
to the beginning.
In addition, I have figured out one of the slick wavelet calculations. Having a calculation in front of me that clearly works makes it a lot easier to figure out what was done.
I have also put out a post on the Fortran newsgroup — the one I said last week that I might step into — to give the barest idea of what generalized eigenvectors are. The topic was “matrix diagonalization”, starting March 11, on comp.lang.fortran .
Finally, alas, I have discovered that an ancient computer game will play on one of my modern systems, and while my friend is watching the NCAA, I am wasting time on a silly computer game.