Advanced Linear Algebra - Lecture 34: The Singular Value Decomposition
Автор: Nathaniel Johnston
Загружено: 2020-08-25
Просмотров: 5618
Описание:
We introduce and prove the principal singular value decomposition of a real or complex matrix. We also demonstrate how to calculate it, and illustrate with some examples.
Textbook: http://www.njohnston.ca/publications/...
Blank course notes (lectures 34-37): http://www.njohnston.ca/ala_week9.pdf
Annotated course notes (lectures 34-37): http://www.njohnston.ca/ala_week9_ann...
Please leave a comment below if you have any questions, comments, or corrections.
Timestamps:
00:00 - Introduction
00:42 - The SVD
08:19 - Computing singular values
13:39 - Computing a full SVD
23:34 - (Conjugate) transpose of SVD
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