Thursday, June 30, 2022

DynCont#1: SVD, Knuth you tube lecture video

  1.  Singular value decomposition exists for all rectangular matrices
  2. A square is a rectangle
  3. LR , LQR, LU may not exist for some matrices
  4. All matrices are basically rotation and stretching.
  5. A = ULV'
  6. U and V are rotations
  7. L is the scaling 
  8. L square will have the eigen values of AA'
  9. U and V are orthonormal matrices, so their inverse and transpose are same