Lecture 6 Part 2: Calculus of Variations and Gradients of Functionals

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MIT 18.S096 Matrix Calculus For Machine Learning And Beyond, IAP 2023
Instructors: Alan Edelman, Steven G. Johnson

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Description: A “functional” F[u] takes a function u(x) and returns a number (e.g. by integrating), & since functions are perfectly good normed vector spaces we can define derivatives F′ with respect to functions u! This is called “calculus of variations.”

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