Singular Value Decomposition (SVD): Overview

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: www.amazon.com...
Book Website: databookuw.com
Chapters available at: databookuw.com/...
Brunton Website: eigensteve.com
This video was produced at the University of Washington

[@philippbeer]

This is a fantastic channel Dr. Brunton! I just stumbled across it searching for SVD and got hooked on the content. Your unpretentious, clear and thorough explanations are a delight. They way you've set up the board and screen projection is fantastic. I'm really impressed with this and want to say thank you to you and the team that made this production possible.

[@pranavthiriveedhi8127]

hey, steve! just wanted to say that I am doing data science in college right now and it is really hard to learn when you don't understand why you are doing something but you make it really easy to understand why we do a certain thing and how it actually connects to data science. so thank you sm!

[@PunmasterSTP]

Hey I just came across your comment and was curious. How have your studies in data science been going?

[@jessysaintauret3615]

Wow ! Wasn’t expecting a new video, especially on that topic though ! Great to see you back on lecturing! The new video aspect looks great with the black background. Thank you !

[@itsgoubie]

It's really interesting to see how left-handedess works when mirrored. Quite an effect on the brain!

[@danluba]

Dude, I've been trying to figure out whether he's writing everything backwards, which side his parting is on, whether he's left-handed or right-handed, married or not... Do you understand what magic is this?!

[@danluba]

Haha... no worries - I've figured it out!

[@aishaaijazahmad6184]

@dan do tell because I have no idea how this video was made

[@beastmode1647]

@@aishaaijazahmad6184 he writes normally on a piece of glass between him and the camera. Then, in editing, he mirrors the video It looks like he’s writing backwards with his right hand. In reality, he’s writing normally with his left hand

[@evain4760]

@@beastmode1647 😂I was wondering how too ! Thank u

[@ryanjones1704]

Truly a remarkable series of lectures. Infinitely appreciative.

[@Eigensteve]

Glad you like them!

[@kevintoner6068]

"I'm gonna walk you through..." Dude has no legs and is still gonna walk. #Inspirational

[@vaibhavsharma1634]

how do I like this twice

[@sydlogan9300]

He also seems to be able to apply a mirroring transformation allowing him to write backwards.

[@ayoubsbai6339]

I can't unsee that now lmao

[@wzyjoseph7317]

and write words in mirrow form omg

[@glq-xz9de]

hahahaha!!! LMAO!

[@Stutteringjohnfan2015]

Machine Learning for Manufacturing Automation is a brand new course being offered at Missouri University of Science and Technology, and I am in the second class ever to go through it. Thanks for your videos, they’re very helpful to establish intuition!!

[@Qornv]

I love finding wonderful teachers unexpectedly

[@markreichelt9281]

These videos are priceless. Thank you for such a clear exposition of an important topic.

[@Veptis]

Watched a lecture on SVD as part of a vector semantics course. Will watch the 2nd part and exercise tomorrow, but I added a few of your videos to my watch later and will watch them over night. Your rather visual explanations always help me to understand the concepts and see their use.

[@manishamin7142]

is he filming through a mirror or writing backwards? or mirroring the video before posting? what is going on here, how is he writing backwards!?!

[@charlieolivergomez2376]

it's called a lightboard, just google it

[@fixed-point]

"just google it". I guess some people can't help but be assholes

[@charlieolivergomez2376]

@@fixed-point did i hurt your feelings little man? I think you need to grow up. I don't know much except that it is called a lightboard and google definitely knows more than me. It is an admission that I'm not an expert. Who's the asshole, asshole

[@fixed-point]

@@charlieolivergomez2376 looks like I hurt your feelings. I'm sorry 😢

[@charlieolivergomez2376]

@@fixed-point No offense taken brother. It was my fault in the first place for not being clear

[@willw4096]

Great video! My notes: 2:32 3:15 3:26 used to solve non-square that are non-invertible 3:38 3:52 3:58 4:40 4:52 5:07 5:26

[@andrewchen2349]

Thank you, Dr. Brunton! Really hope you can upload more videos!

[@nishantaswani8976]

Thank you so much for the effort you put in to help others. So grateful for the quality content. I'm very privileged to have access to this quality of teaching!

[@hdadeathly]

Awesome videos - thanks so much for the easy-to-understand explanations. I just ordered the book and this greatly helps supplement!

[@aravindhvasu195]

Oh my god, was going through the control bootcamp, hit a wall with SVD, the next day, series in SVD. Thanks a lot for these gorgeous lectures.

[@jyoti_4568]

This series helped me immensely. Thanks a lot!

[@wym247]

A big thanks to you Dr. Brunton !

[@hecanyon2161]

Super curious about how he writes in that direction with out hand writing flipped.😲

[@loden5677]

Thanks so much for this series, I’m so excited to watch it! Just wondering if there are videos for all chapters of the book or only a select few?

[@charliehou9553]

Best lectures of SVD! BTW, Dr.Brunton looks like Filthy Frank (but more handsome than Papa Franku)

[@GreenBean0222]

Thank you so much for this video series. It helped me a lot!

[@37047403]

Thank you! I was just studying Word2Vec and GloVe algorithms and really needed this kind of content!

[@YYchen713]

Awesome lecture!!! Writing in mirror style and still be able to have great flow of thought, woow

[@Mustafa51993]

Wow soo good to have you back 😃....Thank you

[@shailshah5803]

are you writing backwards on a glass board or is this some kind of editing magic ... this keeps me up at night

[@shubhamkumarsaurav5212]

You like like "Harrison wells" character in the flash season 1. He was a great scientist and teacher in Reel life , You are same in real life. Very nice Videos, Thank you

[@ScottSummerill]

Is there an order to all these videos? Difficult to discern. Except for the ones that begin, “Welcome back ...”.

[@Eigensteve]

Here is the playlist: kzbin.info/www/bejne/nYnFhZt5jc-NfK8

[@trungkienngo6267]

The writing is trippy man. The words are not supposed to look like that if he’s facing the camera, it’s supposed to be from right to left and written backward. How does the writing looks like normal in the video? Unless the guy is writing backward

[@majidkh2695]

Great stuff; thanks a lot. Quick question! Is it fair to say that the left singular vectors reflect the distribution (statistical distribution) of the column vectors?!

[@PunmasterSTP]

SVD overview? More like "Super great information that everyone should view!" 👍

[@ehabnasr6925]

Thank you so much for these videos I'm persuing the playlist and I really love it!

[@tanyapatel4130]

i really like the video presentation and clarity of topics, stayed and subscribed.

[@vlogs627]

Just surprised at the production logic behind the video. Had to think for solid 5 min to figure out how it was recorded and edited for us to be able to read those words. I got inner peace after figuring that out.

[@justinli19901027]

love it, what a series, thank

[@wentaowu3070]

I have to say: not only the lectures are really handsome, the man himself is also really handsome. hahaha. What a great educator!

[@prabalghosh2954]

Very, very nice explanation and presentation. Thank you!

[@andrewalamban3632]

Thanks for the content! Also super impressive if it is the case that you're writing in reverse!

[@Eigensteve]

Glad you like it!

[@AnqHuang]

How can I make such an instructional video? This handwritten text feels like it is written upside down in the mirror.

[@jezza10181]

Fantastic presentation. I only know what the SVD was, had no idea it had so many uses.

[@garrettdyess1110]

Which classes would be prerequisites for this content if it were to be presented in a class at a University?

[@jacobanderson5693]

Thanks for posting these videos

[@ahmedgharieb5252]

If I have a single time series.. Then what should i do to get eigenvalues?

[@phamhongvinh550]

Thank you so much for the content.

[@Mario112352]

Can not access some of the function since they are in the Statistical Toolbox.

[@Tyler-pj3tg]

Amazing series!

[@akanhakan]

Great lectures. I have ordered your book.

[@jacobwise7008]

For the first 3 minutes and I was so confused and amazed by his incredible talent for mirror writing (it looked as good as my normal handwriting!) Then I realized he probably flipped the video 😅😆

[@mohamedelaminenehar333]

Thank you )) Sir can you tell us the most important math lessons a student of automatic control and signals needs? 😊😊😊😊

[@kunalvshah]

Hi, is there any sequence I should follow to watch these videos ?

[@aubinthomas]

I did high graduate school in engineering and I learned there how to hate mathematics. If only I had such a teacher, it would have been definitely different.

[@EW-mb1ih]

What do that mean "Data-driven" generalization of FFT?

[@FrankGibbs-e7p]

What dry erase markers do you use?

[@woowooNeedsFaith]

Why this video is available only in HD? It can be a bit problematic...

[@mcmormus]

i have all the options from 144p up to 1080p...

[@woowooNeedsFaith]

Strange. I still have only 1440p and 2160p options.

[@Eigensteve]

Sorry about that. Newer videos will have this issue fixed.

[@flybekvc]

Is there some video for each chapter of the book?

[@Eigensteve]

Yes, we tried to break it down so each section has a video.

[@Falconoo7383]

at 5:34... How we can make money from Linear Algebra?

[@mndhamod]

You are left-handed. Gotcha!

[@all_bright]

Hi! Thank you so much for these vids. Realized yesterday that I couldn't make myself use SVD unless I understand the logic of it. Could someone possibly recommend the topics I should look into beforehand in order to understand it and subsequent topics? I don't have a foundation in Maths beyond High School Level.

[@ronronn3148]

you should learn some linear algebra. you need a little calculus to do linear algebra sometimes, but it can mostly be done with integration and differentation. easy topics to look into, you're going to be using basic integration and differentiation. linear systems, manipulating them, understand matrices and how to manipulate them, how to find eigen values and eigenvectors, what eigenvalues and eigenvectors are. kinda gives you a base level for linear algebra.

[@all_bright]

@@ronronn3148 Thank you so much! I think I know what all you've mentioned but I'm coming to realize that what I know generally isn't everything I'm supposed to know. I'll look up the mentioned topics in detail. :-D

[@ronronn3148]

@@all_bright There's alot of stuff you're gonna be lost on and I think its important to write stuff down, or take mental note of what vocabulary and operations makes your mind blank. You look those words up, read about the topics, and fill in the blanks. alot of resources online.

[@all_bright]

@@ronronn3148 Yes! Thank you for the suggestion. Will keep that in mind.

[@Plin34]

Thanks!

[@Eigensteve]

Welcome!

[@Dimpu82]

Great video. Wish my ADHD brain would stop focusing so much on the handwaving and the hows and why of the this weird otherworldly transparent glassboard/whiteboard

[@محدثهاحمدی-ق6ط]

0:52 ! how it is possible? writing backward!!!

[@rodentrider2]

svd gun?

[@adinovitarini6173]

Hello Prof. I want to ask you something, is SVD have big impact on system identification of a dynamic system, if we combine with least square algorithm ? or it just useful enough for machine learning task ? Thanks you

[@afiqyahya3398]

Guess I'm late to the party. Just found out your channel. Damnnnnn

[@LGURUGUBELLISAIKUMAR]

nice explain how to interact with you

[@JayaPrakash-zk5ep]

Love from india❤️

[@Eigensteve]

Hello from Seattle!

[@hyperduality2838]

Simple, linear = Predictable or syntropy The time domain is dual to the frequency domain Thesis (time) is dual to anti-thesis (frequency) -- the time independent Hegelian dialectic Predictability is dual to unpredictability, certainty is dual to uncertainty, syntropy is dual to increasing entropy, the fourth law of thermodynamics. Energy is dual to mass -- Einstein. Dark energy is dual to dark matter.

[@dankons6578]

what

[@hyperduality2838]

@@dankons6578 There is a 4th law of thermodynamics, syntropy is a dual process to that of increasing entropy. Teleological physics (syntropy) is dual to non-teleological physics (entropy). Certainty is dual to uncertainty -- the Heisenberg certainty/uncertainty principle. The conservation of duality is the 5th law of thermodynamics. Duality is energy, energy is duality. Potential energy is dual to kinetic energy. Apples fall to the ground because they are conserving duality. Action is dual to reaction -- Sir Isaac Newton. Positive charge is dual to negative charge -- electric fields. North poles are dual to south poles -- magnetic fields. Electro is dual to magnetic, electro magnetic energy (light) is dual. "Always two there are" -- Yoda.

[@dankons6578]

oh ok i get it now

[@hyperduality2838]

@@dankons6578 Gravitation is equivalent or dual to acceleration -- Einstein's happiest thought, the principle of equivalence (duality). There is a pattern of duality hardwired into the physics and also philosophy, mathematics, biology, control theory etc. This important fact is currently not appreciated by those who fund science.

[@colamity_5000]

Am I stupid or does he have to be writing backwards for this to work?

[@3ss3ns3]

SVD is gangsta until Matrix: 1000000 x1000000 arrives!!

[@Eigensteve]

Then hit it with randomized SVD!

[@Otohmanuye]

I’m searching SVD gun and this video shows up

[@the_hasnat]

harrison wells

[@RoseLerman-d6c]

Taylor Michelle Hernandez Sandra Johnson Angela

[@DollyCalvin-n3p]

Rodriguez Shirley Brown Brenda Lopez Donald

[@austinkim8183]

how does this guy write backwards so fast

[@huaiyizhao8896]

You don't even need to take notes. Just take a screenshot of the sketches

[@LostScvng]

Legit

[@monh964]

Today, I have discovered a gold mine...

[@sarahgorton2991]

bruh, did you learn how to write backwards? am I tripping?

[@existentialrap521]

HUH, sounds important, Steve ima make bank using this u kno what it be. we want benjamins, baby u kno what it is

[@PaulGarcia-h8e]

Moen Harbors

[@chrischoir3594]

These days if you say the words "Cloud" and "Machine Learning" in the same sentence venture capitalists will swarm

[@FannyStickle-q8o]

Baumbach Spurs

[@CruzFewell-h2s]

Kellen Course

[@botx_x3602]

great lecture bt where are your legs dude??

[@mashpayne]

Lefty

[@krishnakanth77]

Optical illusions

[@shchowdh]

is that you, brah?

[@thomaslombardi1801]

I know what you did...

[@samleach9527]

how tf is this man writing backwards

[@d7ffab979]

Oh man you should really update your math. Your understanding of math is ... off.

[@matthewprestifilippo7673]

I didnt find this talk helpful.

[@BenjaminVic-x5v]

60755 Shields Way

[@HarteMichael]

39666 Haley Courts

[@ellabust9964]

Anyone else confused about how he is writing backwards?

[@yaoliu7034]

Excellent! Can you add numbers (in the series) so we know what order to watch them? Thanks

[@Eigensteve]

I have put everything into playlists, so that should help with the ordering.

[@CSEVARUNKARTHICKP]

are you left or right handed?

[@vermashwetank]

I am learning this because I saw this being used in Battery modelling for electric vehicles. I don't understand how it is used (which is why I am here) but you can add that to number of applications of SVD

[@Eigensteve]

Thanks!

I always wondered how these videos are recorded. Is there a glass between you and the camera? Great content anyways!

[@Sonnentau1]

Blind guess: Its glass and than they flip the video horizontally... Or Mr Brunton is not only a genius but is also able to write mirror font. I finde both equally likely

[@jobleser]

@@Sonnentau1 Dr Brunton seems to be actually left-handed as per other videos; so the glass/flip-video hypothesis/trick seems likely. Neat.

[@radarmaker1]

Wedding band on the "right" hand, so think he's left-handed and image flipped :)

[@hariprasadhparthasarathy6360]

I have asked Prof brunton in another video about the exact same thing and he replied with 'years of practice' :)

[@dylangomes3853]

If there is glass, the writing is still backwards relative to the writer. I don't see how it matters if you flip it.

[@sapertuz]

Hey Steve. Silly question... Did you learn to write backward so you can do these videos or how do you achieve this? 😅

[@and_jannis]

mirror the video ;)

[@musaerdemsevim]

@@and_jannis no it is not. He is actually writing from his right to left as backwards

[@TEOGUN]

kzbin.info/www/bejne/rXSypqhmYtRoj6s HE is probably shooting through a mirror

[@LouiseBoyd-k2m]

Williams Kenneth Garcia Christopher Brown Eric

[@e1eventeen148]

Yes yes the math is cool and all but homeboy is writing backwards like it's nothing