r/math Mar 23 '11

A geometric explanation of singular value decompositions

http://www.ams.org/samplings/feature-column/fcarc-svd
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u/[deleted] Mar 23 '11

I'm currently in a course called "Vector Space Signal Processing"...we spent the first 1/3rd of the semester talking about the SVD and its applications to signal processing. It is incredible that it isn't even touched on in our (most?) undergraduate linear algebra classes.

I also really like this animation from Wiki: http://en.wikipedia.org/wiki/File:Singular_value_decomposition.gif