2 ms·

Jeremy Kun also has a couple good articles about SVD: https://jeremykun.com/2016/04/18/singular-value-decomposition-part-1-perspectives-on-linear-algebra/ http

Jeremy Kun also has a couple good articles about SVD: https://jeremykun.com/2016/04/18/singular-value-decomposition-part-1-perspectives-on-linear-algebra/ https://jeremykun.com/2016/04/18/singular-value-decompositio... https://jeremykun.com/2016/05/16/singular-value-decomposition-part-2-theorem-proof-algorithm/ https://jeremykun.com/2016/05/16/singular-value-decompositio... The first one is particularly helpful for understanding SVD conceptually.

Topolomancer 9y ago
This finally nudged me into uploading a note on the relationship between PCA and SVD, which is not covered in Jeremy's otherwise excellent article. If anyone is interested in this, you can find it under http://bastian.rieck.ru/research/Note_PCA_SVD.pdf http://bastian.rieck.ru/research/Note_PCA_SVD.pdf.