Singular Value Decomposition (SVD): Mathematical Overview

This video presents a mathematical overview of the singular value decomposition (SVD).

These lectures follow Chapter 1 from: "Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz

This video was produced at the University of Washington

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Relating SVD to Fourier series is the most enlightening sentence I had ever heard. Thank you.

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A great lecturer. Some people are born teachers.

A great lecturer and I am buying their book to show my appreciation and thanks to Mr Brunton - and his colleague.

From downtown London, UK.

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Amazing! Well explained! I've had to watch a few times tbh, because I kept getting distracted by how Impressively he writes backwards. He doesn't even get distracted by the effort!! Just keeps on talking, teaching, and drawing while writing tidy, informative, concise notes... backwards! Amazing!! Thank you!! <3

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[dragoncurveenthusiast]

I've used PCA, but have never heard of SVD. After this video I can see how they are related and wonder how I never heard of it. Looking forward to the rest of the series!
Thank you so much, you are great at explaining!

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