This video presents an overview of the singular value decomposition (SVD), which is one of the most widely used algorithms for data processing, reduced-order modeling, and high-dimensional statistics.
These lectures follow Chapter 1 from:
"Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz
Amazon: [ Ссылка ]
Book Website: [ Ссылка ]
Chapters available at: [ Ссылка ]
Brunton Website: [ Ссылка ]
This video was produced at the University of Washington
