Singular Value Decomposition Part 2: Theorem, Proof, Algorithm

Re:Singular Value Decomposition Part 2: Theorem, Proof, Algo... by rrmm on Tuesday May 17, 2016 @12:52AM (#11711410)

If you are interested in this stuff, check out Strang's Linear algebra course lectures (mit opencourseware iirc).

He goes through SVD and FFT in terms of matrices. Really illuminating course.

[ Parent | on HN ]

Re:Singular Value Decomposition Part 2: Theorem, Proof, Algo... by thomasahle on Tuesday May 17, 2016 @06:37AM (#11712459)

This one? http://ocw.mit.edu/courses/mathematics/18-06-linear-algebra-... Do you know if there is a written version? Videos are sometimes a bit harder to follow at your own pace, I find.

[ Parent | on HN ]

Re:Singular Value Decomposition Part 2: Theorem, Proof, Algo... by rrmm on Friday May 20, 2016 @01:48AM (#11735760)

Chapters from his textbook are available online.

[ Parent | on HN ]

Re:Singular Value Decomposition Part 2: Theorem, Proof, Algo... by thearn4 on Tuesday May 17, 2016 @07:14AM (#11712599)

Nick Trefethen's "Numerical Linear Algebra" is another great source, and a pretty standard read in an upper-level undergraduate or graduate sequence.

[ Parent | on HN ]