Computing the Singular Value Decomposition

MIT 18.06SC Linear Algebra, Fall 2011
View the complete course: ocw.mit.edu/18-06SCF11
Instructor: Ben Harris
A teaching assistant works through a problem on computing the singular value decomposition.
License: Creative Commons BY-NC-SA
More information at ocw.mit.edu/terms
More courses at ocw.mit.edu

Пікірлер: 30

  • @SilentSnipest
    @SilentSnipest6 жыл бұрын

    Thank you Dr. Strang, TAs, and MIT for allowing me to pursue my dreams.

  • @AnupKumar-wk8ed
    @AnupKumar-wk8ed5 жыл бұрын

    Ben Harris! You are awesome. Thanks Professor Strang for choosing this awesome team of TAs. They have all done an extraordinary job. I have become fan of all of them.

  • @quirkyquester
    @quirkyquester4 жыл бұрын

    Hey Ben, this is an amazing video, thank you so much! This really helps me to understand the lecture.

  • @jack51263
    @jack512633 жыл бұрын

    Ben. You're amazing! I love your recitation videos. Awesome jobs!

  • @_mishi
    @_mishi2 жыл бұрын

    I didn't like the numbers in C^TC so I took CC^T searching for U to see if I got better numbers and I did. its a matrix with first row vector being (50,30) and second row vector being (30,50). Just in case someone else also didn't want to calculate 26*74-18^2

  • @mekala
    @mekala2 жыл бұрын

    Correct U is : 1 / sqrt(2) * [-1 1] [ 1 1]

  • @mailoisback
    @mailoisback3 жыл бұрын

    Thanks, that's really helpful.

  • @BrunoLunardon
    @BrunoLunardon Жыл бұрын

    This video is gonna save my test tomorrow thank you

  • @bonnyzhao3694
    @bonnyzhao36943 жыл бұрын

    Thank you Ben!

  • @confusionreigned
    @confusionreigned5 жыл бұрын

    The final answer for U has a typo, the (1,1) entry should have a -ve sign, not the (2,1) entry.

  • @davidhcefx

    @davidhcefx

    5 жыл бұрын

    Mark Worrall I think you’re right

  • @archidar1

    @archidar1

    4 жыл бұрын

    No, the answer shown in the video is correct. I verified by hand and using Matlab.

  • @confusionreigned

    @confusionreigned

    3 жыл бұрын

    U*U has to equal the identity matrix. It's easy to see this doesn't work with U as is written in the video without correcting the typo.

  • @mailoisback

    @mailoisback

    3 жыл бұрын

    @@confusionreigned not U*U but U*U^T, and it actually works with the correct and the wrong U, you can check that U*U^T = I in both cases.

  • @confusionreigned

    @confusionreigned

    3 жыл бұрын

    @@mailoisback yeah sorry I meant U*U^T. But unless you fix the typo, you don't get back to C = UEV^T as desired.

  • @christopherburgess4486
    @christopherburgess44862 жыл бұрын

    Hey Ben! Awesome job!

  • @Recordingization
    @Recordingization4 жыл бұрын

    Much Help.Thx

  • @sipraneye70
    @sipraneye70 Жыл бұрын

    why did he change the sign of elements of U at last

  • @hep3655
    @hep36554 жыл бұрын

    at the end. how he made the unit length. kzread.info/dash/bejne/ooeWw8ixdKvKl6g.html

  • @cupofcompsci3228

    @cupofcompsci3228

    4 жыл бұрын

    He divided the value in each column by the corresponding values of the sigma matrix ((20)^(.5) and 80^(.5) respectively)

  • @justpaulo

    @justpaulo

    3 жыл бұрын

    He divides the vectors by their length : || -√10 √10 || = √(10+10) = √20 = 2√5 || 2√10 2√10 || = √(4*10 + 4*10) = √80 = 4√5 It turns out that those values (2√5 and 4√5) are also the values in ∑ so you can read U directly.

  • @JohnYuFitness
    @JohnYuFitness Жыл бұрын

    My exam asked to SVD a 4x4 matrix by hand where all the numbers in the matrix were greater than 10. I skipped it!

  • @user-wr4yl7tx3w
    @user-wr4yl7tx3w2 жыл бұрын

    Short videos are so much better.

  • @alagappank1242
    @alagappank12422 жыл бұрын

    Why for sigma square root is taken???

  • @adammehdi4934

    @adammehdi4934

    2 жыл бұрын

    The eigenvalue matrix of (A.transpose)(A) is SIGMA^2. After that, we want to use the equation AV = U(SIGMA), so we have to take the root. And for sqrt(SIGMA^2), we just take the root of each element. Hope that helps.

  • @NisargJain
    @NisargJain5 жыл бұрын

    i took a different eigen vector and now my answer is all wrong and i made the same mistake professor strang made...... im so confused...

  • @sedahmo5601

    @sedahmo5601

    4 жыл бұрын

    Dr. Strang fixed his mistake in later video (I think it's sometime in L 32). Nevertheless he explained the choice in a much clearer way in the new series 18.065S (Lecture 6, around 20:20). The point of SVD is to find a series of vs satisfies Sv = sigma·u (thus the matrix). So v and the (semi)-positive singular value, sigma, should be chosen first, and then u. u could be calculated by Av/sigma. And it is easy to verify that the result us are also orthonormal eigenvectors. The deep reason why u and v can't be chosen arbitrarily like Q in symmetric matrix (S= QAQ^T) is that the middle matrix sigma is not a set fo "eigenvalues"( i.e. singular values) that satisfy the properties in symmetric case.

  • @madhatfox1

    @madhatfox1

    4 жыл бұрын

    @@sedahmo5601 Where can I find the 18.065S series ?

  • @Ashutoshlakra

    @Ashutoshlakra

    3 жыл бұрын

    @@madhatfox1 kzread.info/dash/bejne/pI2umpWRgNvPitI.html