Advanced Linear Algebra - Lecture 37: How the SVD Relates to Other Matrix Decompositions

We discuss how the singular value decomposition of a matrix is related to its other decompositions. We also introduce the rank-one orthogonal sum decomposition, which is essentially equivalent to the SVD.

Please leave a comment below if you have any questions, comments, or corrections.

Timestamps:
00:00 - Introduction
00:19 - Orthogonal rank-one sum decomposition
05:50 - 3x4 example
09:03 - Polar decomposition
11:24 - Normal/PSD matrices and eigenvalues

[Tarzan_of_the_Ocean]

„ugly eigenvalues, they are what they are“😂