6 ms·
The most brilliant software developer (an EE PhD) that I have ever worked with has been using the singular value decomposition (SVD) to solve an enormous number
by bsoles 11mo ago
The most brilliant software developer (an EE PhD) that I have ever worked with has been using the singular value decomposition (SVD) to solve an enormous number of linear algebra and numerical computing problems in engineering software. The SVD seems to be useful for many engineering computations if you know how to apply it.
- ComplexSystems 11mo agoWhat are some interesting things he has used the SVD to solve?
- bsoles 11mo agoModel reduction (for control systems), numerical precision control for matrix operations, eigenvalue computation, etc. as far as I understand.
- bee_rider 11mo agoIt’s the optimal low-rank approximation of a matrix in some norm-2 sense, it has those nice beautiful orthogonal factors on both, and it is often quite easy to compute. Why wouldn’t you use it, right? If you are going to have one trick, truncated SVD is a good pick. Does he like Halko, Martinsson, and Tropp’s randomized SVD? It is pretty slick.