The core ideas behind SVD and eigen values are very rich and profound. It has always fascinated me when I studying maths in undergrad. Someone else already men

The core ideas behind SVD and eigen values are very rich and profound. It has always fascinated me when I studying maths in undergrad. Someone else already mentioned compressed sensing, which expands on some of those ideas. Terrence Tao had a pretty good presentation on the topic: http://terrytao.files.wordpress.com/2009/08/compressed-sensing1.pdf http://terrytao.files.wordpress.com/2009/08/compressed-sensi...