Singular Value Decomposition (the SVD)

MIT RES.18-009 Learn Differential Equations: Up Close with Gilbert Strang and Cleve Moler, Fall 2015
View the complete course: ocw.mit.edu/RES-18-009F15
Instructor: Gilbert Strang
The SVD factors each matrix into an orthogonal matrix times a diagonal matrix (the singular value) times another orthogonal matrix: rotation times stretch times rotation.
License: Creative Commons BY-NC-SA
More information at ocw.mit.edu/terms
More courses at ocw.mit.edu

Пікірлер: 288

  • @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

    8 ай бұрын

    its shit

  • @qantum251
    @qantum2517 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

    5 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

    4 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

    4 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

  • @handongfeng
    @handongfeng2 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!

  • @babaumar4188
    @babaumar41884 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.

  • @chrisjiang5121
    @chrisjiang51214 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!

  • @alisadeghi7256

    @alisadeghi7256

    10 ай бұрын

    PCA bross

  • @jennariseley3161
    @jennariseley31615 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

    4 ай бұрын

    For everyone else reading this, having a good grasp of Linear Algebra is absolutely essential for understanding Machine Learning!

  • @alexz5460
    @alexz54605 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.

  • @shivamkak7981
    @shivamkak79818 ай 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!

  • @fmaleknia
    @fmaleknia7 жыл бұрын

    Best ever explanation I found on this topic. Now its going to clear. Thank you Prof.

  • @yaom9702
    @yaom97027 жыл бұрын

    I learn really a lot from your open lecture, thank you very much!!! prof Strang.

  • @gauravrudramalik5869
    @gauravrudramalik58692 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!

  • @ABMMONIRUZZAMANKHAN
    @ABMMONIRUZZAMANKHAN6 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

  • @VenkataRamaRajuLolabhattu
    @VenkataRamaRajuLolabhattu6 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

  • @pk_1320
    @pk_13207 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

  • @ahmadalghooneh2105
    @ahmadalghooneh21055 жыл бұрын

    Gilbert is the best, I love him, wish I had a teacher like that

  • @adamradekmartinez1536
    @adamradekmartinez15366 жыл бұрын

    Very very clear explanation. Thank you very much Professor Strang.

  • @H4nek
    @H4nek5 жыл бұрын

    3:35 "And what do I have? Well, I've got six matrices..." LOL

  • @benhaze7468
    @benhaze74683 жыл бұрын

    This is so elaborately explained, yet so easy to understand This is what teaching should look like!

  • @azra8366
    @azra83663 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 :)

  • @psyduck1774
    @psyduck17743 жыл бұрын

    This lecture is an abosolute masterpiece. Thanks Prof. Strang.

  • @tomlee2065
    @tomlee20654 жыл бұрын

    I always enjoy watching Professor Strang’s lectures. I learnt a lot from them.

  • @mtp1376
    @mtp13764 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

    Жыл бұрын

    😊

  • @lowerlowerhk
    @lowerlowerhk3 жыл бұрын

    "how to I get hold of U?"- Gilbert Strang

  • @anahitasafari3094
    @anahitasafari30947 жыл бұрын

    I could find art of teaching in this video... Thank you greatly....

  • @BetulGC
    @BetulGC5 жыл бұрын

    Prof. Strang is absolutely the BEST!

  • @sumedhdhale8553
    @sumedhdhale85533 жыл бұрын

    I have great respect for this man, he's so devoted to his job.

  • @zhaochengliu9970
    @zhaochengliu99707 жыл бұрын

    Only 14 mins, solve all my problems!!! Thanks!

  • @masteronepiece6559
    @masteronepiece65595 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

  • @GuruKal
    @GuruKal7 жыл бұрын

    "eigenpeople...no, no, that's terrible"....lmaooo, too funny

  • @leetcoding1

    @leetcoding1

    5 жыл бұрын

    "eigenperson would be better"

  • @ayushgoel8277

    @ayushgoel8277

    5 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

  • @livetolearn477
    @livetolearn4775 жыл бұрын

    I enjoy your lectures. Thanks respected Professor Dr. Gilbert Strang.

  • @wiochan
    @wiochan3 ай бұрын

    This is the best SVD video on youtube

  • @yimao2675
    @yimao26756 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

  • @jjchen1010
    @jjchen10107 жыл бұрын

    Thanks to Dr. Gilbert Strang!

  • @univuniveral9713
    @univuniveral97134 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.

  • @kaerusemi
    @kaerusemi Жыл бұрын

    めちゃくちゃ分かりやすかった!!

  • @shubhamdubey2283
    @shubhamdubey22835 жыл бұрын

    Hats off to you Sir. We are blessed to have people like you

  • @sanjaykrish8719
    @sanjaykrish87197 жыл бұрын

    Best ever.. Superb Sir.. Thank you so much

  • @muhammadumaramanat738
    @muhammadumaramanat7383 жыл бұрын

    In such a short video, finally know the relation between PCA and SVD.

  • @wandarinca
    @wandarinca7 жыл бұрын

    I really like his algebra book!

  • @vctropdiamond

    @vctropdiamond

    5 жыл бұрын

    One of the best introductory books on linear algebra, for sure

  • @kennarnett8220
    @kennarnett82205 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 ....

  • @piaopiaokeke
    @piaopiaokeke7 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

    5 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

    4 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.

  • @salrite
    @salrite6 жыл бұрын

    Awesome Lecture, the way he makes it so easy to digest, well detailed, thanks :)

  • @BackToBackSWE
    @BackToBackSWE4 жыл бұрын

    you are loved

  • @makingyouplacementready
    @makingyouplacementready4 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

    10 ай 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.

  • @sourovroy7951
    @sourovroy79514 жыл бұрын

    Thanks Professor Gilbert and also Internet.

  • @muhammadasaduzzaman7943
    @muhammadasaduzzaman79435 жыл бұрын

    Great lecture, Thank you, professor Strang.

  • @ShadowKMDu
    @ShadowKMDu7 жыл бұрын

    great video, clear illustration and explanation

  • @mostafaorooji5931
    @mostafaorooji59315 жыл бұрын

    Great Great Master. Whenever I get stuck in math, I would come here, I would find him and That's fine!

  • @austinwangler4700
    @austinwangler47004 жыл бұрын

    Quality professor and lecture, this made SVD click for me

  • @gulrukhsor_akhmadjanova
    @gulrukhsor_akhmadjanova3 ай бұрын

    just amazing professor and method of teaching, thank you a lot!

  • @hailyabdelfattah4405
    @hailyabdelfattah44054 жыл бұрын

    super course. We have his books in our university. Clear and simple.

  • @ValeriaCalarco
    @ValeriaCalarco3 жыл бұрын

    Thank you so much for this incredible explanation! It added so much value to my day :)

  • @howmathematicianscreatemat9226

    @howmathematicianscreatemat9226

    Жыл бұрын

    😊

  • @amardda3489
    @amardda34895 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.

  • @gautamjain2487
    @gautamjain24875 жыл бұрын

    No words! just thank you prof.

  • @bierthai4436
    @bierthai44367 жыл бұрын

    prime teacher, share knowledge to the world

  • @dhaneshprabhu4724
    @dhaneshprabhu47242 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

  • @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..

  • @georgesadler7830
    @georgesadler78302 жыл бұрын

    I am really learning linear algebra from one of the finest professor on earth.

  • @pavanraickwade2124
    @pavanraickwade21243 жыл бұрын

    Sir Gilbert Strang has this ability to convert boring theorems into lectures which are as interesting as movies...

  • @imalive404
    @imalive4046 жыл бұрын

    Sir I take a bow... Until now I didn't really understand SVD

  • @dhruvgaba8516
    @dhruvgaba85164 жыл бұрын

    Amazing! Thanks for such a nice explanation

  • @companymen42
    @companymen424 ай бұрын

    Dude dropping some sick knowledge bombs, blowing my mind.

  • @adityakaushik8143
    @adityakaushik81436 жыл бұрын

    This is awesome! Thank you so much Professor

  • @raymondlion314
    @raymondlion3146 жыл бұрын

    Mathematician is so cool.look at this guy, he almost know everything from finance to life science!

  • @tariqahassan5692
    @tariqahassan56928 ай бұрын

    You are the best professor ever ..

  • @jakubmann3185
    @jakubmann31852 жыл бұрын

    best video by the man who invented linear algebra, very cool

  • @KayYesYouTuber
    @KayYesYouTuber6 ай бұрын

    You are a great professor. Thank you very much

  • @ibrahimatakankubilay9462
    @ibrahimatakankubilay94624 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!

  • @phamtuan7106
    @phamtuan71066 жыл бұрын

    Great lecture! Thank you so much.

  • @anqiwen6997
    @anqiwen69974 жыл бұрын

    Thanks, Professor, this lecture is nice.

  • @utkarshsanwal4908
    @utkarshsanwal49083 жыл бұрын

    Thanks, Sir. God Bless You Sir. You are exceptionally amazing.

  • @nicholasmate
    @nicholasmate6 жыл бұрын

    Thank God for Gilbert Strang

  • @jafarm4443
    @jafarm44432 жыл бұрын

    The number of time Prof. Strang saved me

  • @shahzad3518
    @shahzad35184 жыл бұрын

    Salute to Great Sir Gilbert Strang

  • @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...

  • @amosbationo4653
    @amosbationo46535 жыл бұрын

    Interesting examples with applied statistics.Thanks Sir.

  • @kamrupexpress
    @kamrupexpress3 жыл бұрын

    You are the God of linear algebra

  • @juliocardenas4485
    @juliocardenas44853 жыл бұрын

    Wonderfully explained

  • @RC-bm9mf
    @RC-bm9mf Жыл бұрын

    Thanks a lot Prof Strang!

  • @MohitAwasthi01
    @MohitAwasthi012 жыл бұрын

    Thanks a ton, Professor. ❤️

  • @LionelGuglielmone
    @LionelGuglielmone7 жыл бұрын

    Amazing, AGAIN!

  • @learningsuper6785
    @learningsuper67857 жыл бұрын

    Such a great man!

  • @yodhakei
    @yodhakei6 жыл бұрын

    Beautiful again

  • @pedroluisalcazar9285
    @pedroluisalcazar9285 Жыл бұрын

    Thanks Mr Gilbert, you Rock!,

  • @tusharkantirouth5605
    @tusharkantirouth56054 жыл бұрын

    The ultimate guru of Linear Algebra...

  • @chaoruizhe
    @chaoruizhe6 жыл бұрын

    Great video!

  • @Joseph-gd6uf
    @Joseph-gd6uf4 жыл бұрын

    the prof. is excellent

  • @karius85
    @karius857 жыл бұрын

    Great lesson!

  • @kaanyolsever1149
    @kaanyolsever11495 жыл бұрын

    I love this prof hahaha. Hilarious and amazing lecture

  • @ritaprasad438
    @ritaprasad4385 жыл бұрын

    Good explanations

  • @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.

  • @soodabeh880
    @soodabeh8806 жыл бұрын

    amazing ; thank you prof

  • @akshatkashyapAK
    @akshatkashyapAK7 жыл бұрын

    Superb Sir .. Thank you so much ...

  • @Haider_Waseem_445
    @Haider_Waseem_4452 жыл бұрын

    Love You Sir.

  • @yourmilletstudio
    @yourmilletstudio5 жыл бұрын

    Simply Amazing !!

  • @nabin9436
    @nabin94367 жыл бұрын

    clear explanation!!

  • @muhittinselcukgoksu1327
    @muhittinselcukgoksu13274 жыл бұрын

    Thank you sooo much ,Sir.

  • @davidch.6593
    @davidch.65934 жыл бұрын

    The first in the world to actually explain very well wtf is this SVD

  • @mipmap256
    @mipmap2564 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.

  • @MissCloclow
    @MissCloclow3 жыл бұрын

    Thank you for this video !