Singular Value Decomposition

SVD is the Swiss Army knife of linear algebra. Every matrix has one. Every data scientist needs one.

Build 2 hr Python, Julia

Prerequisites: Phase 1, Lessons 01 (Linear Algebra Intuition), 02 (Vectors & Matrices Operations), 03 (Matrix Transformations)

#Learning Objectives

  • Implement SVD via power iteration and explain the geometric meaning of U, Sigma, and V^T
  • Apply truncated SVD for image compression and measure the compression ratio vs reconstruction error
  • Compute the Moore-Penrose pseudoinverse via SVD to solve overdetermined least-squares systems
  • Connect SVD to PCA, recommendation systems (latent factors), and Latent Semantic Analysis in NLP
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The text and code of this lesson are based on AI Engineering from Scratch by Rohit Ghumare, MIT licensed.