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Copy file name to clipboardExpand all lines: lectures/svd_intro.md
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@@ -82,10 +82,12 @@ $$
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where
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\begin{align*}
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$$
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\begin{aligned}
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UU^T & = I & \quad U^T U = I \cr
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VV^T & = I & \quad V^T V = I
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\end{align*}
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\end{aligned}
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$$
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where
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@@ -123,29 +125,34 @@ You can read about reduced and full SVD here
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For a full SVD,
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\begin{align*}
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$$
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\begin{aligned}
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UU^T & = I & \quad U^T U = I \cr
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VV^T & = I & \quad V^T V = I
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\end{align*}
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\end{aligned}
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$$
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But these properties don't hold for a **reduced** SVD.
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Which properties hold depend on whether we are in a **tall-skinny** case or a **short-fat** case.
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* In a **tall-skinny** case in which $m > > n$, for a **reduced** SVD
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-
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\begin{align*}
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$$
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\begin{aligned}
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UU^T & \neq I & \quad U^T U = I \cr
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VV^T & = I & \quad V^T V = I
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\end{align*}
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\end{aligned}
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$$
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* In a **short-fat** case in which $m < < n$, for a **reduced** SVD
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\begin{align*}
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$$
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\begin{aligned}
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UU^T & = I & \quad U^T U = I \cr
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VV^T & = I & \quad V^T V \neq I
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\end{align*}
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\end{aligned}
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$$
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When we study Dynamic Mode Decomposition below, we shall want to remember this caveat because sometimes we'll be using reduced SVD's to compute key objects.
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@@ -262,10 +269,12 @@ $$
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where
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\begin{align*}
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$$
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\begin{aligned}
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S & = U\Sigma U^T \cr
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Q & = U V^T
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\end{align*}
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\end{aligned}
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$$
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and $S$ is evidently a symmetric matrix and $Q$ is an orthogonal matrix.
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@@ -439,11 +448,11 @@ $$
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Compute:
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$$
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\begin{align}
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\begin{aligned}
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XX^T&=U\Sigma V^TV\Sigma^T U^T\cr
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&\equiv U\Sigma\Sigma^TU^T\cr
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&\equiv U\Lambda U^T
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\end{align}
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\end{aligned}
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$$ (eq:XXcompare)
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Compare representation {eq}`eq:XXcompare` with equation {eq}`eq:XXo` above.
@@ -453,10 +462,12 @@ eigenvectors of $XX^T$ and $\Sigma \Sigma^T$ is the matrix $\Lambda$ of eigenval
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