Preface |
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ix | |
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1 | (24) |
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1.1 Classification of Parameter Estimation and Inverse Problems |
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1 | (3) |
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1.2 Examples of Parameter Estimation Problems |
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4 | (4) |
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1.3 Examples of Inverse Problems |
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8 | (6) |
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1.4 Discretizing Integral Equations |
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14 | (5) |
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1.5 Why Inverse Problems Are Difficult |
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19 | (3) |
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22 | (1) |
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1.7 Notes and Further Reading |
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23 | (2) |
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25 | (30) |
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2.1 Introduction to Linear Regression |
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25 | (2) |
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2.2 Statistical Aspects of Least Squares |
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27 | (10) |
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2.3 An Alternative View of the 95% Confidence Ellipsoid |
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37 | (1) |
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2.4 Unknown Measurement Standard Deviations |
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38 | (4) |
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42 | (5) |
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2.6 Monte Carlo Error Propagation |
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47 | (2) |
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49 | (3) |
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2.8 Notes and Further Reading |
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52 | (3) |
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3 Rank Deficiency and Ill-Conditioning |
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55 | (38) |
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3.1 The SVD and the Generalized Inverse |
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55 | (7) |
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3.2 Covariance and Resolution of the Generalized Inverse Solution |
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62 | (2) |
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3.3 Instability of the Generalized Inverse Solution |
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64 | (4) |
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3.4 A Rank Deficient Tomography Problem |
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68 | (6) |
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3.5 Discrete Ill-Posed Problems |
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74 | (13) |
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87 | (4) |
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3.7 Notes and Further Reading |
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91 | (2) |
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4 Tikhonov Regularization |
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93 | (36) |
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4.1 Selecting Good Solutions to Ill-Posed Problems |
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93 | (2) |
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4.2 SVD Implementation of Tikhonov Regularization |
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95 | (4) |
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4.3 Resolution, Bias, and Uncertainty in the Tikhonov Solution |
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99 | (4) |
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4.4 Higher-Order Tikhonov Regularization |
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103 | (8) |
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4.5 Resolution in Higher-Order Tikhonov Regularization |
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111 | (2) |
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113 | (2) |
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4.7 Generalized Cross-Validation |
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115 | (4) |
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119 | (5) |
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124 | (3) |
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4.10 Notes and Further Reading |
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127 | (2) |
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5 Discretizing Problems Using Basis Functions |
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129 | (12) |
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5.1 Discretization by Expansion of the Model |
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129 | (4) |
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5.2 Using Representers as Basis Functions |
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133 | (1) |
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5.3 The Method of Backus and Gilbert |
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134 | (5) |
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139 | (1) |
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5.5 Notes and Further Reading |
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140 | (1) |
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141 | (28) |
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141 | (1) |
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6.2 Iterative Methods for Tomography Problems |
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142 | (8) |
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6.3 The Conjugate Gradient Method |
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150 | (5) |
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155 | (5) |
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6.5 Resolution Analysis for Iterative Methods |
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160 | (6) |
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166 | (2) |
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6.7 Notes and Further Reading |
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168 | (1) |
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7 Additional Regularization Techniques |
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169 | (24) |
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7.1 Using Bounds as Constraints |
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169 | (5) |
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7.2 Sparsity Regularization |
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174 | (2) |
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7.3 Using IRLS to Solve L1 Regularized Problems |
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176 | (10) |
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186 | (5) |
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191 | (1) |
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7.6 Notes and Further Reading |
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192 | (1) |
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193 | (24) |
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8.1 Linear Systems in the Time and Frequency Domains |
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193 | (6) |
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8.2 Linear Systems in Discrete Time |
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199 | (5) |
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8.3 Water Level Regularization |
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204 | (4) |
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8.4 Tikhonov Regularization in the Frequency Domain |
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208 | (6) |
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214 | (1) |
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8.6 Notes and Further Reading |
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215 | (2) |
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217 | (22) |
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9.1 Introduction to Nonlinear Regression |
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217 | (1) |
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9.2 Newton's Method for Solving Nonlinear Equations |
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217 | (3) |
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9.3 The Gauss-Newton and Levenberg-Marquardt Methods for Solving Nonlinear Least Squares Problems |
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220 | (4) |
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9.4 Statistical Aspects of Nonlinear Least Squares |
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224 | (4) |
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9.5 Implementation Issues |
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228 | (6) |
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234 | (3) |
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9.7 Notes and Further Reading |
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237 | (2) |
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10 Nonlinear Inverse Problems |
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239 | (14) |
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10.1 Regularizing Nonlinear Least Squares Problems |
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239 | (5) |
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244 | (4) |
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10.3 Model Resolution in Nonlinear Inverse Problems |
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248 | (3) |
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251 | (1) |
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10.5 Notes and Further Reading |
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252 | (1) |
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253 | (28) |
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11.1 Review of the Classical Approach |
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253 | (2) |
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11.2 The Bayesian Approach |
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255 | (5) |
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11.3 The Multivariate Normal Case |
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260 | (9) |
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11.4 The Markov Chain Monte Carlo Method |
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269 | (4) |
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11.5 Analyzing MCMC Output |
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273 | (5) |
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278 | (2) |
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11.7 Notes and Further Reading |
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280 | (1) |
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281 | (2) |
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Appendix A Review of Linear Algebra |
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283 | (32) |
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A.1 Systems of Linear Equations |
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283 | (3) |
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A.2 Matrix and Vector Algebra |
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286 | (6) |
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292 | (1) |
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293 | (5) |
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A.5 Orthogonality and the Dot Product |
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298 | (4) |
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A.6 Eigenvalues and Eigenvectors |
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302 | (2) |
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A.7 Vector and Matrix Norms |
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304 | (2) |
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A.8 The Condition Number of a Linear System |
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306 | (2) |
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308 | (2) |
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A.10 Complex Matrices and Vectors |
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310 | (1) |
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A.11 Linear Algebra in Spaces of Functions |
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311 | (1) |
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312 | (2) |
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A.13 Notes and Further Reading |
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314 | (1) |
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Appendix B Review of Probability and Statistics |
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315 | (24) |
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B.1 Probability and Random Variables |
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315 | (6) |
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B.2 Expected Value and Variance |
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321 | (2) |
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323 | (3) |
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B.4 Conditional Probability |
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326 | (3) |
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B.5 The Multivariate Normal Distribution |
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329 | (1) |
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B.6 The Central Limit Theorem |
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330 | (1) |
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B.7 Testing for Normality |
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330 | (2) |
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B.8 Estimating Means and Confidence Intervals |
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332 | (2) |
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334 | (2) |
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336 | (1) |
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B.11 Notes and Further Reading |
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337 | (2) |
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Appendix C Review of Vector Calculus |
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339 | (8) |
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C.1 The Gradient, Hessian, and Jacobian |
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339 | (2) |
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341 | (1) |
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341 | (3) |
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344 | (1) |
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C.5 Notes and Further Reading |
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345 | (2) |
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Appendix D Glossary of Notation |
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347 | (2) |
Bibliography |
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349 | (6) |
Index |
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355 | |