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Tom's Jan 6 edits of SVD lecture
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lectures/svd_intro.md

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@@ -111,7 +111,7 @@ $U_{ij}^T$ is the complex conjugate of $U_{ji}$.
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The matrices $U,\Sigma,V$ entail linear transformations that reshape in vectors in the following ways:
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* multiplying vectors by the unitary matrices $U$ and $V$ **rotate** them, but leave **angles between vectors** and **lengths of vectors** unchanged.
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* multiplying vectors by the unitary matrices $U$ and $V$ **rotates** them, but leaves **angles between vectors** and **lengths of vectors** unchanged.
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* multiplying vectors by the diagonal matrix $\Sigma$ leaves **angles between vectors** unchanged but **rescales** vectors.
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Thus, representation {eq}`eq:SVD101` asserts that multiplying an $n \times 1$ vector $y$ by the $m \times n$ matrix $X$
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* **rotating** $\Sigma V^T y$ by multiplying it by $U$
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This structure of the $m \times n$ matrix $X$ opens the door to constructing systems
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of data **encoders** and **decoders**, an idea that we shall apply later in this lecture.
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of data **encoders** and **decoders**.
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Thus,
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* $V^T y$ is an encoder
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* $\Sigma$ is an operator to be applied to the encoded data
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* $U$ is a decoder to be applied to the output from applying operator $\Sigma$ to the encoded data
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We'll apply this circle of ideas later in this lecture when we study Dynamic Mode Decomposition.
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Three popular **matrix norms** of an $m \times n$ matrix $X$ can be expressed in terms of the singular values of $X$
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* the **spectral** or $l^2$ norm $|| X ||_2 = \max_{y \in \textbf{R}^n} \frac{||X y ||}{||y||} = \sigma_1$
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* the **Frobenius** norm $||X ||_F = \sqrt{\sigma_1^2 + \cdots + \sigma_p^2}$
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* the **nuclear** norm $ || X ||_N = \sigma_1 + \cdots + \sigma_p $
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**Road Ahead**
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What we have described above is called a **full** SVD.
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