Singular Value Decomposition | Linear algebra episode 9

[@williammartin4416]

Fantastic lecture

[@tdchayes]

This is a very nice presentation. I like the tie-in to data science and the covariance matrix. One small thing: at 27:22 you say you can compute V similarly to U. But there is a hazard: the eigenvectors of V are dependent on the choices made for U (even Gil Strang ran into this issue). It's best to substitute U back into the original decomposition definition and solve for V (the remaining unknown). I'm enjoying this series.

[@AllAnglesMath]

Thanks for pointing that out!

[@desmondcampbell9358]

Fantastic exposition. Thanks very much for your great work and insights.

[@gfbtfbtfilyfxbtyewqqef]

Aw man if only this was uploaded before my linear algebra exam then I would've had a better understanding

[@AllAnglesMath]

The video was already available on Patreon for several months. I hope your exam went well!

[@shahulrahman2516]

Keep doing such lectures. Kudos

[@ngruhn]

18:24 subtly bashing the Last Jedi 👍

[@AllAnglesMath]

Not even very subtle to be honest. It was just the perfect example for showing what happens to a column with all zeroes 😆

[@rylieweaver1516]

Love your vids as always 🙌🏻

[@mph8759]

Thank you for the well explained video. I wonder how this could be applied to financial modelling and risk analysis - my first thought is to run a Monte Carlo analysis with as many variables as possible and record all variable values with the output (for example profit or IRR). Then “just” do the “elipse thing” to figure out what variables are the most impactful?

[@AllAnglesMath]

Sounds like an amazing application. Ambitious, but it can be done.

[@mph8759]

@@AllAnglesMath unfortunately I’m not advanced enough at math.. really enjoyed the video though

[@tiruarthanari3039]

I enjoy going through your videos. Thank you for your effort and time. How are you annimatingt your slides? Or what software are you using?

[@AllAnglesMath]

Custom made Python library, with OpenCV to generate the final video.

[@oxbmaths]

Very nice video. At 10:00 should the green and purple lines correspond to the respective lengths of the major and minor axes instead?

[@AllAnglesMath]

Yes, they probably should. That's a subtlety that escaped me. Thanks for sharing!

[@oxbmaths]

@@AllAnglesMath 😊 Thanks. Keep up the good work!

[@05degrees]

👏👍

[@APaleDot]

tfw The Last Jedi was the only good movie in the final trilogy 😔

[@AllAnglesMath]

Well that's saying something ...

[@hellfishii]

If you are brave enough read Linear Algebra Done Right, this shit is not PG