Episode 24a (47:21):
Singular Value Decomposition and Scottish fashion
Summary:
We arrive at Singular Value Decomposition. The monks see our happiness over the factorization of real, symmetric matrices, A=QΛQT, and begin to chant "S-V-D" over and over. It's fun to start with, then a little annoying, so we get on with it. The big deal: All real matrices can be expressed as A=UΣVT where U and V are basis transformations and Σ is an A-shaped matrix containing stretching/shrinking factors on its main diagonal. You decide: One of the Great Matrix Factorizations, or The Greatest Matrix Factorization?
Best dined upon by 2016/11/28
Duration: 47:21