MIT_18.065-Part_10-SVD_in_Action

Last updated Nov 17, 2021 Edit Source

• All
• Svd
• Math linear algebra

Tags: #SVD #Math/LinearAlgebra

在被分解的矩阵A特别"瘦高"的时候(m»n), 我们可以只取$U$的前n列, 因为后面的"重要性"不大.

• A different way to compute SVD if the data is so large that you can’t store it into memory at once.

SVD Method of Snapshots - YouTube

SVD is kind of a data-driven generation of Fourier Transform/ (如何理解？)

傅里叶变换矩阵就是一个酉矩阵， SVD里面的U也是一个酉矩阵 Unitary Transformations - YouTube