Singular Value Decomposition (SVD)

Singular value decomposition

The Singular Value Decomposition (SVD) is a factorization of a real or complex matrix which generalizes the eigendecomposition of a square normal matrix. It can be written as M = UΣV*, where U and V are complex unitary matrices and Σ is a rectangular diagonal matrix with non-negative real numbers on the diagonal. The SVD has many applications in mathematics, science, engineering, and statistics.

2 courses cover this concept

COS 324: Introduction to Machine Learning

Princeton University

Spring 2019

This introductory course focuses on machine learning, probabilistic reasoning, and decision-making in uncertain environments. A blend of theory and practice, the course aims to answer how systems can learn from experience and manage real-world uncertainties.

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CS 168: The Modern Algorithmic Toolbox

Stanford University

Spring 2022

CS 168 provides a comprehensive introduction to modern algorithm concepts, covering hashing, dimension reduction, programming, gradient descent, and regression. It emphasizes both theoretical understanding and practical application, with each topic complemented by a mini-project. It's suitable for those who have taken CS107 and CS161.

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