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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

2016/11/28

47:21

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