Introduction to Singular Value Decomposition

00:00 Why you'd want to learn SVD
03:33 What I'll assume you know
07:14 1. Dot product for column vectors using transpose
11:33 2. Symmetric matrices: Definition and properties
13:00 Property 1: Symmetric matrices have real eigenvalues
20:38 Property 2: Eigenvectors of symmetric matrices with different eigenvalues are orthogonal
22:57 Property 3: Symmetric matrices can be diagonalized by orthogonal matrices
31:03 3. What's a singular value? Comparison with eigenvalues
36:20 4. Definition of SVD
36:53 5. Algorithm for SVD
46:04 6. Example demonstration of the algorithm using Python