- We are looking for a bunch of orthogonal vectors u, which when multiplied by A, give another set of orthogonal vectors v, scaled by sigma
- Curse of Dimensionality = A matrix is basically scaling and rotation. For a 2x2 matrix, there are 4 terms . it has 2 scaling values and 2 rotations. The rotations increase the time taken. not the scaling. For 3x3 matrix, there are 9 independent terms with 6 rotations and 3 scaling terms. Similarly, 4x4 matrix has 4 scaling terms and 12 rotations.
- Rank= If A has rank r, there are r orthogonal vectors , which when multiplied by A give another r orthogonal vectors.
- If U vectors are orthogonal in AU=sigma V, it can be proven that V vectors are orthogonal by simply substituting VV' = (AU/Sigma1)* (AU/Sigma1)'
Friday, July 8, 2022
DynCont#3: SVD, MIT 18.065 Strang you tube lecture video 6
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