Singular Value Decomposition (the SVD)

  Рет қаралды 619,317

MIT OpenCourseWare

MIT OpenCourseWare

Күн бұрын

Пікірлер: 297
@Sky-pg6xy
@Sky-pg6xy Жыл бұрын
I can’t express how amazing this video is. I have taught from a number of textbooks in different undergrad linear algebra classes, and I’ve never in my life seen an explanation of SVD as good as this one.
@kiaraki7186
@kiaraki7186 Жыл бұрын
its shit
@handongfeng
@handongfeng 2 жыл бұрын
No any other guys can teach algebra better than this Professor. He is the teacher's teacher, the best of the best. Respect!
@chrisjiang5121
@chrisjiang5121 5 жыл бұрын
I used to watch Prof. Strang's videos when I was a first year undergrad. Never thought I would revisit this during my master as I am learning about PCA... Time flies yet Prof. Strang is forever
@jironymojirolamus913
@jironymojirolamus913 2 жыл бұрын
Came here while learning about PCA as well!
@Lil_sick0
@Lil_sick0 Жыл бұрын
PCA bross
@qantum251
@qantum251 7 жыл бұрын
With all due respect, on which basis people did thumbs down this outstanding piece of algebra. If I had Profs. like Sir Gibert Strang at my early university years, I would've reached far beyond my own expectations. Your teaching is outstandingly straightforward Sir.
@salrite
@salrite 6 жыл бұрын
Agree... I can't imagine anyone can explain better
@Kneecap22
@Kneecap22 6 жыл бұрын
I think they haven't seen 18.06, the best course on linear algebra! They need to see lecture 25, 28 and 29. Before this one.
@gidi5779
@gidi5779 5 жыл бұрын
I could imagine mathematics students to be dissatisfied by the lack of rigour. Are we talking about the standard inner product w.r.t. “orthogonal”? Over what field is the matrix? Is it even a field? How about existence and uniqueness of SVD? Etc. As a video explaining the procedure it’s very fine, but as opposed to engineers, that’s not necessarily what mathematicians are looking for in a video on SVD
@daniellavery6667
@daniellavery6667 5 жыл бұрын
Perhaps because he buries the lede with the intention and applications towards the end, and the only "worked example" excludes all the procedure for actually computing the component matrices. Then the discussion of applications is, frankly, pretty disorganized. Gilbert Strang has written some good books in his day, and even has some good lecture videos on youtube, but this is not a great example of his teaching.
@christophostertag4669
@christophostertag4669 4 жыл бұрын
Shows no proof unfortuantely
@babaumar4188
@babaumar4188 4 жыл бұрын
The best linear algebra by all standards. He makes it look so simple. This explanation of SVD and PCA blew my mind. I salute you prof.
@jennariseley3161
@jennariseley3161 6 жыл бұрын
I have been trying to understand PCA all semester. I didn't realise that I would finally 'get' it after watching this video on SVD. Thank you so much Dr Strang and MIT!
@marcnassif2822
@marcnassif2822 10 ай бұрын
For everyone else reading this, having a good grasp of Linear Algebra is absolutely essential for understanding Machine Learning!
@mtp1376
@mtp1376 4 жыл бұрын
Gilbert Strang is a genius on making difficult linear algebra topics understandable. I really appreciate his great work on being a powerful teacher.
@howmathematicianscreatemat9226
@howmathematicianscreatemat9226 2 жыл бұрын
😊
@VenkataRamaRajuLolabhattu
@VenkataRamaRajuLolabhattu 6 жыл бұрын
eigen people (or person) is the one of the greatest examples by Proff. Gilbert Strang. This one statement cleared many questions about PCA. Can't thank him enough, great professor. Thank you
@alexz5460
@alexz5460 5 жыл бұрын
Each time, when I have the question about algebra, I always come to look for the answer in these lessons of Prof Gilbert. Thank you, Prof Gilbert.
@BalajiSankar
@BalajiSankar Жыл бұрын
thank you for showing that SVD is actually getting the different layers of the matrix out .. from the most important to the least important..
@shivamkak7981
@shivamkak7981 Жыл бұрын
I have watched this several time over the course of the last year, and each time I have gained a deeper understanding. Thank you!
@yimao2675
@yimao2675 6 жыл бұрын
When I learnt linear algebra in college, I couldn't understand why I need to learn it besides it was required. Profs Gibert Strange made it more meaningful and helped me understand its application in practice. All the pieces I learnt are now connected.
@zilezile4942
@zilezile4942 4 жыл бұрын
www.amazon.com/Data-Analysis-functional-principal-regression/dp/B088BM4FCB/ref=sr_1_5?dchild=1&keywords=NIZAR+Soilihi&qid=1589911627&sr=8-5
@univuniveral9713
@univuniveral9713 5 жыл бұрын
When I was in Scandinavia, studying computer science, our textbook was by this same guru, Gilbert Strang. That book was pretty compact and perfect.
@benhaze7468
@benhaze7468 4 жыл бұрын
This is so elaborately explained, yet so easy to understand This is what teaching should look like!
@ahmadalghooneh2105
@ahmadalghooneh2105 5 жыл бұрын
Gilbert is the best, I love him, wish I had a teacher like that
@piaopiaokeke
@piaopiaokeke 7 жыл бұрын
Gilbert Strang has aged like fine wine! We will have lost a real gem when he is gone. His teaching is amazing.
@ihbarddx
@ihbarddx 6 жыл бұрын
Hey! Don't kill him off yet! I need him!
@diesel7777777
@diesel7777777 6 жыл бұрын
I just can't wait to get to the age where people talking about say, "man, it's gonna suck when he dies."
@harineemosur6530
@harineemosur6530 5 жыл бұрын
I don't want him to die. The passion he has for teaching at that age is amazing.I have had profs in college who hated teaching basics and then I see this gentleman put so much effort in teaching same.Great man!
@freeeagle6074
@freeeagle6074 2 жыл бұрын
Professor Arthur Mattuck, one of early pop stars of DE, passed away last year at age 91. Professor Herbert Gross, kindof the earliest calculus star, also passed away a few years ago. Pray that Professor Strang will live a long long long life.
@yichengao1010
@yichengao1010 6 күн бұрын
Rotate Stretch rotate can't be explained more simply thank you
@dhaneshprabhu4724
@dhaneshprabhu4724 2 жыл бұрын
This prof is just amazing. In our college, only the formula and a large sequence of steps were mentioned to find SVD. I had a hard time comprehending it. This legend just mad eme understand SVD in just 2 equations with full concept. I wish I was born next to MIT. Thanku prof for enlightening me. And Thanku MIT OCW for making these vdos available
@masteronepiece6559
@masteronepiece6559 5 жыл бұрын
Finally some good content, I hate when a video is more than 30 minutes and full of garbage . But this video is gold
@muhammadumaramanat738
@muhammadumaramanat738 4 жыл бұрын
In such a short video, finally know the relation between PCA and SVD.
@gauravrudramalik5869
@gauravrudramalik5869 2 жыл бұрын
Thank you so much Prof. Strang, and sincere gratitude towards MIT for an initiative like the OCW. Blessed are those who have the motivation to develop their skills in their younger years, and make it to an institution like MIT... but yeah, with uploads like this... even people like me can continue to develop our knowledge and understanding. I am so glad and grateful to have an opportunity like this!
@makingyouplacementready
@makingyouplacementready 4 жыл бұрын
I studied all this in small pieces, matrix in class 9th, Singular Matrix Decomposition in M.Tech. and Principle Component Analysis during my research in Speech Recognition using ANN. This video shows correlation in an exemplary manner. Best part is ...it sounds so simple and obvious. That's the trait of a teacher par excellence.
@anonymous-hl7ez
@anonymous-hl7ez Жыл бұрын
Is research in AI ML valued in industry in India? I'm a final year engineering student wondering whether to focus a lot on research.
@boomboom-dm6ip
@boomboom-dm6ip Жыл бұрын
I have always liked his explanations but I just learnt his name today from the comments. It was familiar name. And when I sat down with my Linear Algebra book I saw it. Wow... He is a legend huh...
@wiochan
@wiochan 8 ай бұрын
This is the best SVD video on youtube
@pavanraickwade2124
@pavanraickwade2124 3 жыл бұрын
Sir Gilbert Strang has this ability to convert boring theorems into lectures which are as interesting as movies...
@amardda3489
@amardda3489 5 жыл бұрын
All of my life I looked for the singular vector corresponding to the smallest singular value to solve linear systems. And now I learn that the biggest value is the most important one.
@lowerlowerhk
@lowerlowerhk 4 жыл бұрын
"how to I get hold of U?"- Gilbert Strang
@H4nek
@H4nek 6 жыл бұрын
3:35 "And what do I have? Well, I've got six matrices..." LOL
@witness6347
@witness6347 Жыл бұрын
6:12 Prof says "A^TA and AA^T have the same eigenvalues", which is partially true. It should be amended as: A^TA and AA^T have the same set of NON-Zero eigenvalues. In the case of A is rectangular, it might happen that AA^T has a zero eigenvalue but A^TA doesn't. (or A^TA has a zero eigenvalue but AA^T doesn't.)
@fmaleknia
@fmaleknia 8 жыл бұрын
Best ever explanation I found on this topic. Now its going to clear. Thank you Prof.
@mipmap256
@mipmap256 4 жыл бұрын
I first watched Mr Strang lesson in 2003. Which helped me found a good job in Special effects industry. Used a lot of matrix transform and FEM physical simulation. Can not thank him enough.
@sumedhdhale8553
@sumedhdhale8553 4 жыл бұрын
I have great respect for this man, he's so devoted to his job.
@kamrupexpress
@kamrupexpress 3 жыл бұрын
You are the God of linear algebra
@jafarm4443
@jafarm4443 2 жыл бұрын
The number of time Prof. Strang saved me
@tusharkantirouth5605
@tusharkantirouth5605 4 жыл бұрын
The ultimate guru of Linear Algebra...
@georgesadler7830
@georgesadler7830 3 жыл бұрын
I am really learning linear algebra from one of the finest professor on earth.
@psyduck1774
@psyduck1774 4 жыл бұрын
This lecture is an abosolute masterpiece. Thanks Prof. Strang.
@davidch.6593
@davidch.6593 4 жыл бұрын
The first in the world to actually explain very well wtf is this SVD
@jakubmann3185
@jakubmann3185 2 жыл бұрын
best video by the man who invented linear algebra, very cool
@rexagon7945
@rexagon7945 4 жыл бұрын
The vector U at 8.56 is incorrect. The one he wrote on the board is uT (2,1,-1,2). It should have been just U (2,-1,1,2). You can try multiplying all pieces on the right side, and it is not equal to the left side.
@chuanpuluo4935
@chuanpuluo4935 4 жыл бұрын
You are right, the multiplication of the right part is [[ 2. 2.],[-1. -1.]], different from the original A
@BetulGC
@BetulGC 5 жыл бұрын
Prof. Strang is absolutely the BEST!
@yaom9702
@yaom9702 8 жыл бұрын
I learn really a lot from your open lecture, thank you very much!!! prof Strang.
@imalive404
@imalive404 7 жыл бұрын
Sir I take a bow... Until now I didn't really understand SVD
@ABMMONIRUZZAMANKHAN
@ABMMONIRUZZAMANKHAN 6 жыл бұрын
great style of lecturing, always comes up discovering something. Thanks Prof. Gilbert Strang and MIT.
@zilezile4942
@zilezile4942 4 жыл бұрын
www.amazon.com/Data-Analysis-functional-principal-regression/dp/B088BM4FCB/ref=sr_1_5?dchild=1&keywords=NIZAR+Soilihi&qid=1589911627&sr=8-5
@anahitasafari3094
@anahitasafari3094 8 жыл бұрын
I could find art of teaching in this video... Thank you greatly....
@ibrahimatakankubilay9462
@ibrahimatakankubilay9462 5 жыл бұрын
Loved it. I doubt they lecture so simple and clear in real courses though. I doubt they add quite a bit more depth-and board space!
@wandarinca
@wandarinca 8 жыл бұрын
I really like his algebra book!
@vctropdiamond
@vctropdiamond 6 жыл бұрын
One of the best introductory books on linear algebra, for sure
@GuruKal
@GuruKal 8 жыл бұрын
"eigenpeople...no, no, that's terrible"....lmaooo, too funny
@leetcoding1
@leetcoding1 6 жыл бұрын
"eigenperson would be better"
@ayushgoel8277
@ayushgoel8277 6 жыл бұрын
nice 1
@glarange72
@glarange72 5 жыл бұрын
unique people, makes sense!
@8eodorosk
@8eodorosk 5 жыл бұрын
there are the "eigenfaces" as well...
@juliocardenas4485
@juliocardenas4485 3 жыл бұрын
I’m with you
@tariqahassan5692
@tariqahassan5692 Жыл бұрын
You are the best professor ever ..
@kennarnett8220
@kennarnett8220 5 жыл бұрын
Thank you for teaching me the Linear Algebra I had to drop when I got mononucleosis. Now to pick up the Second Semester ....
@sourovroy7951
@sourovroy7951 5 жыл бұрын
Thanks Professor Gilbert and also Internet.
@zhaochengliu9970
@zhaochengliu9970 8 жыл бұрын
Only 14 mins, solve all my problems!!! Thanks!
@xczfly
@xczfly 4 жыл бұрын
Very good lecture. A in the last example should be [2, 2; -1, -1]
@yaweli2968
@yaweli2968 4 жыл бұрын
I guess he could have used the original matrixes and He should have left the -ve on the second row entry of the unit U matrix alone and it would be fine considering he choose -1 as a free variable in the second column for x2.However,he was moving so fast to have time for corrections.
@tomlee2065
@tomlee2065 5 жыл бұрын
I always enjoy watching Professor Strang’s lectures. I learnt a lot from them.
@raymondlion314
@raymondlion314 6 жыл бұрын
Mathematician is so cool.look at this guy, he almost know everything from finance to life science!
@shubhamdubey2283
@shubhamdubey2283 5 жыл бұрын
Hats off to you Sir. We are blessed to have people like you
@flyingzipper
@flyingzipper 5 жыл бұрын
Gilbert Strang is love... Gilbert Strang is life
@pk_1320
@pk_1320 7 жыл бұрын
My favorite professor! Can't thank him enough ! THANK YOU for your teaching :)
@zilezile4942
@zilezile4942 4 жыл бұрын
www.amazon.com/Data-Analysis-functional-principal-regression/dp/B088BM4FCB/ref=sr_1_5?dchild=1&keywords=NIZAR+Soilihi&qid=1589911627&sr=8-5
@austinwangler4700
@austinwangler4700 4 жыл бұрын
Quality professor and lecture, this made SVD click for me
@azra8366
@azra8366 4 жыл бұрын
Thank u for explaining us the application, It's a huge motivation for learning such stuff. I wish I had a teacher like you prof Strang :)
@jjchen1010
@jjchen1010 8 жыл бұрын
Thanks to Dr. Gilbert Strang!
@suvarnadongre-gq5wx
@suvarnadongre-gq5wx Жыл бұрын
You nailed SVD I understand now it more clearly
@hailyabdelfattah4405
@hailyabdelfattah4405 5 жыл бұрын
super course. We have his books in our university. Clear and simple.
@BackToBackSWE
@BackToBackSWE 5 жыл бұрын
you are loved
@adamradekmartinez1536
@adamradekmartinez1536 6 жыл бұрын
Very very clear explanation. Thank you very much Professor Strang.
@nicholasmate
@nicholasmate 7 жыл бұрын
Thank God for Gilbert Strang
@livetolearn477
@livetolearn477 5 жыл бұрын
I enjoy your lectures. Thanks respected Professor Dr. Gilbert Strang.
@sanjaykrish8719
@sanjaykrish8719 8 жыл бұрын
Best ever.. Superb Sir.. Thank you so much
@carpingnyland8518
@carpingnyland8518 4 жыл бұрын
Due to technical difficulties, I was once forced to teach a class on a chalkboard. Worst experience of my career. Boggles my mind that "at the most prestigious technical college in the whole f***in' world" (yes, I just quoted Good Will Hunting), they still use them. Regardless, though, the teaching is great, and that's what really matters.
@chiahungmou8010
@chiahungmou8010 2 жыл бұрын
The heart of SVD is here !
@not-lain
@not-lain 3 жыл бұрын
5:32 you already had my attention and now you have my love
@gulrukhsor_akhmadjanova
@gulrukhsor_akhmadjanova 8 ай бұрын
just amazing professor and method of teaching, thank you a lot!
@companymen42
@companymen42 9 ай бұрын
Dude dropping some sick knowledge bombs, blowing my mind.
@mostafaorooji5931
@mostafaorooji5931 5 жыл бұрын
Great Great Master. Whenever I get stuck in math, I would come here, I would find him and That's fine!
@kaerusemi
@kaerusemi Жыл бұрын
めちゃくちゃ分かりやすかった!!
@64_bit80
@64_bit80 Жыл бұрын
I go to berkeley and this dude still explains it better lmfao
@utahraptor4729874
@utahraptor4729874 5 жыл бұрын
I thought the SVD was a sniper rifle.
@zilezile4942
@zilezile4942 4 жыл бұрын
www.amazon.com/Data-Analysis-functional-principal-regression/dp/B088BM4FCB/ref=sr_1_5?dchild=1&keywords=NIZAR+Soilihi&qid=1589911627&sr=8-5
@evilsunz1730
@evilsunz1730 4 жыл бұрын
it kinda is: PCA
@raulrubencolunga5284
@raulrubencolunga5284 4 жыл бұрын
I thought it was marihuana
@klutchboi3266
@klutchboi3266 4 жыл бұрын
That's SVG brudda
@williamkibuika5984
@williamkibuika5984 3 жыл бұрын
it is. it is made in USSR.
@Kneecap22
@Kneecap22 6 жыл бұрын
Watch 18.06 lecture 25, 28 and 29; before watching this one.
@bierthai4436
@bierthai4436 8 жыл бұрын
prime teacher, share knowledge to the world
@yaweli2968
@yaweli2968 4 жыл бұрын
I think the (2,1) for the first column and (-1,2) for the second column and then multiplied by 1/sqrt(5). He probably chose -1 as a free variable for x2 for the second column of the V matrix. I guess the free variables can make them look identical but of different signs.
@shahzad3518
@shahzad3518 5 жыл бұрын
Salute to Great Sir Gilbert Strang
@christevenson
@christevenson 4 жыл бұрын
"I'm having a lot of fun here with transposes..."
@stearin1978
@stearin1978 5 жыл бұрын
Oh! Tricky Mr. Strang took square matrix 2 by 2 as example.
@chacho0001
@chacho0001 8 жыл бұрын
Thanks Prof. Strang and MIT. This is the second course I do with prof. Strang here in youtube, and I am starting the third soon :). Just one comment for everybody, please check again the eigenvectors for the (A A^T) matrix in this video. For the evalue of 10, the evector would be (2 1), and for the evalue of 0 would be (1 -2), written as columns. Am I right?
@pauljoseph7051
@pauljoseph7051 7 жыл бұрын
i got the same result as you did :) either I got something wrong with my understanding of eigenvectors or he made a mistake.
@at0rch
@at0rch 7 жыл бұрын
I think he meant to have [-1, -1] as the lower row in his A matrix.
@Brandon-ig4uh
@Brandon-ig4uh 7 жыл бұрын
Eigenvectors are the same even if they are multiplied by a scalar. So in the Professor's case, his eigenvectors are multiplied by a scalar -1 compared to yours. Both of your eigenvectors yield the same results.
@gautamjain2487
@gautamjain2487 6 жыл бұрын
No words! just thank you prof.
@clebuspupils8005
@clebuspupils8005 Жыл бұрын
I was itching towards the end for him to name drop Jacobian matrices
@danielatwashington3805
@danielatwashington3805 4 жыл бұрын
In 2020, every single cat video has more than 1M views, yet a free lecture from an MIT professor has only 300K.
@ShadowKMDu
@ShadowKMDu 8 жыл бұрын
great video, clear illustration and explanation
@ShermanSitter
@ShermanSitter 5 жыл бұрын
He is the Mr. Rogers of math.
@KayYesYouTuber
@KayYesYouTuber 11 ай бұрын
You are a great professor. Thank you very much
@Joseph-gd6uf
@Joseph-gd6uf 5 жыл бұрын
the prof. is excellent
@douzigege
@douzigege 4 жыл бұрын
Wow great explanation no waste of time.
@That_One_Guy...
@That_One_Guy... 2 жыл бұрын
7:30 I think Prof Gilbert make a mistake in U matrix, U should be [ 2 -1 | 1 2 ] and not [ 2 1 | -1 2 ] as shown in the video, the matrix in video is actually U^T and not U.
@shreyaspakhare1313
@shreyaspakhare1313 Жыл бұрын
Great Lecture by Prof Strang ! Could anyone explain why he mentions that the matrix has rank one at 12:38 and how he concludes that the singular value sigma is what is selling us ? Thanking you in anticipation.
@safakozkan6698
@safakozkan6698 7 жыл бұрын
I want him to adopt me.
@jeanr2571
@jeanr2571 5 жыл бұрын
I'm lucky enough, to have a dad just like that. Former University professor. Even today, approaching 80 years old, he still tells me such stories.
@李乘旭
@李乘旭 5 жыл бұрын
#me2
@ampratwumsamuel3617
@ampratwumsamuel3617 5 жыл бұрын
@@jeanr2571 please hire me your Father to be our father to teach me some pure mathematics. Am serious.
@gerardogutierrez4911
@gerardogutierrez4911 4 жыл бұрын
I too had my dad leave me and from a young age, many of my actions have been interpreted as compensating for not having a male figure in my life lead me and guide me and to look up too. Prof Strang is tight.
@workhardplayhard2465
@workhardplayhard2465 3 жыл бұрын
tamam
@807johnny807
@807johnny807 6 жыл бұрын
Note there is a small mistake from the first example, the two rows of matrix A should be [2, 1], [1, -2].
@matthewstiehm3954
@matthewstiehm3954 7 жыл бұрын
Strang is #1!!!!!
@duncanstewart5862
@duncanstewart5862 3 жыл бұрын
This man is my father
@ValeriaCalarco
@ValeriaCalarco 4 жыл бұрын
Thank you so much for this incredible explanation! It added so much value to my day :)
@howmathematicianscreatemat9226
@howmathematicianscreatemat9226 2 жыл бұрын
😊
@amosbationo4653
@amosbationo4653 6 жыл бұрын
Interesting examples with applied statistics.Thanks Sir.
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