Singular Value Decomposition (SVD): Overview

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  • Опубликовано: 22 авг 2024
  • This video presents an overview of the singular value decomposition (SVD), which is one of the most widely used algorithms for data processing, reduced-order modeling, and high-dimensional statistics.
    These lectures follow Chapter 1 from:
    "Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz
    Amazon: www.amazon.com...
    Book Website: databookuw.com
    Chapters available at: databookuw.com/...
    Brunton Website: eigensteve.com
    This video was produced at the University of Washington

Комментарии • 168

  • @aravindhvasu195
    @aravindhvasu195 4 года назад +51

    Oh my god, was going through the control bootcamp, hit a wall with SVD, the next day, series in SVD. Thanks a lot for these gorgeous lectures.

  • @kevintoner6068
    @kevintoner6068 3 года назад +273

    "I'm gonna walk you through..."
    Dude has no legs and is still gonna walk. #Inspirational

    • @vaibhavsharma1634
      @vaibhavsharma1634 3 года назад +5

      how do I like this twice

    • @sydlogan9300
      @sydlogan9300 3 года назад +8

      He also seems to be able to apply a mirroring transformation allowing him to write backwards.

    • @ayoubsbai6339
      @ayoubsbai6339 3 года назад

      I can't unsee that now lmao

    • @wzyjoseph7317
      @wzyjoseph7317 3 года назад +1

      and write words in mirrow form omg

  • @philippbeer
    @philippbeer 3 года назад +53

    This is a fantastic channel Dr. Brunton! I just stumbled across it searching for SVD and got hooked on the content. Your unpretentious, clear and thorough explanations are a delight. They way you've set up the board and screen projection is fantastic. I'm really impressed with this and want to say thank you to you and the team that made this production possible.

  • @jorgeguberte
    @jorgeguberte 4 года назад +20

    It's really interesting to see how left-handedess works when mirrored. Quite an effect on the brain!

    • @danluba
      @danluba 3 года назад +1

      Dude, I've been trying to figure out whether he's writing everything backwards, which side his parting is on, whether he's left-handed or right-handed, married or not...
      Do you understand what magic is this?!

    • @danluba
      @danluba 3 года назад +1

      Haha... no worries - I've figured it out!

    • @aishaaijazahmad6184
      @aishaaijazahmad6184 2 года назад

      @dan do tell because I have no idea how this video was made

    • @beastmode1647
      @beastmode1647 2 года назад +2

      @@aishaaijazahmad6184 he writes normally on a piece of glass between him and the camera. Then, in editing, he mirrors the video
      It looks like he’s writing backwards with his right hand. In reality, he’s writing normally with his left hand

    • @evain4760
      @evain4760 Год назад

      @@beastmode1647 😂I was wondering how too ! Thank u

  • @ryanjones1704
    @ryanjones1704 3 года назад +15

    Truly a remarkable series of lectures. Infinitely appreciative.

  • @pranavthiriveedhi8127
    @pranavthiriveedhi8127 3 года назад +6

    hey, steve! just wanted to say that I am doing data science in college right now and it is really hard to learn when you don't understand why you are doing something but you make it really easy to understand why we do a certain thing and how it actually connects to data science. so thank you sm!

    • @PunmasterSTP
      @PunmasterSTP Год назад

      Hey I just came across your comment and was curious. How have your studies in data science been going?

  • @manishamin7142
    @manishamin7142 3 года назад +49

    is he filming through a mirror or writing backwards? or mirroring the video before posting? what is going on here, how is he writing backwards!?!

    • @charlieolivergomez2376
      @charlieolivergomez2376 3 года назад +2

      it's called a lightboard, just google it

    • @fixed-point
      @fixed-point 3 года назад +1

      "just google it". I guess some people can't help but be assholes

    • @charlieolivergomez2376
      @charlieolivergomez2376 3 года назад +1

      @@fixed-point did i hurt your feelings little man? I think you need to grow up. I don't know much except that it is called a lightboard and google definitely knows more than me. It is an admission that I'm not an expert. Who's the asshole, asshole

    • @fixed-point
      @fixed-point 3 года назад +7

      @@charlieolivergomez2376 looks like I hurt your feelings. I'm sorry 😢

    • @charlieolivergomez2376
      @charlieolivergomez2376 3 года назад

      @@fixed-point No offense taken brother. It was my fault in the first place for not being clear

  • @jessysaintauret3615
    @jessysaintauret3615 4 года назад +26

    Wow ! Wasn’t expecting a new video, especially on that topic though !
    Great to see you back on lecturing! The new video aspect looks great with the black background.
    Thank you !

  • @markreichelt9281
    @markreichelt9281 4 месяца назад +1

    These videos are priceless. Thank you for such a clear exposition of an important topic.

  • @Qornv
    @Qornv 4 года назад +2

    I love finding wonderful teachers unexpectedly

  • @placideezin1217
    @placideezin1217 Год назад

    Discovering this channel is one of the best things that happened to me. Thank you isn't enough to say how I feel. wow

  • @MsAlarman
    @MsAlarman 2 года назад +1

    Really amazing how you introduce us to “mysterious” ways of manipulating our interests in such a crystal clear way!

  • @Veptis
    @Veptis 2 года назад +6

    Watched a lecture on SVD as part of a vector semantics course. Will watch the 2nd part and exercise tomorrow, but I added a few of your videos to my watch later and will watch them over night. Your rather visual explanations always help me to understand the concepts and see their use.

  • @hdadeathly
    @hdadeathly 4 года назад +8

    Awesome videos - thanks so much for the easy-to-understand explanations. I just ordered the book and this greatly helps supplement!

  • @Stutteringjohnfan2015
    @Stutteringjohnfan2015 6 месяцев назад

    Machine Learning for Manufacturing Automation is a brand new course being offered at Missouri University of Science and Technology, and I am in the second class ever to go through it. Thanks for your videos, they’re very helpful to establish intuition!!

  • @nishantaswani8976
    @nishantaswani8976 4 года назад +6

    Thank you so much for the effort you put in to help others. So grateful for the quality content. I'm very privileged to have access to this quality of teaching!

  • @andrewchen2349
    @andrewchen2349 4 года назад +6

    Thank you, Dr. Brunton! Really hope you can upload more videos!

  • @willw4096
    @willw4096 Год назад

    Great video! My notes: 2:32 3:15 3:26 used to solve non-square that are non-invertible
    3:38 3:52 3:58 4:40 4:52 5:07 5:26

  • @vermashwetank
    @vermashwetank 4 года назад +3

    I am learning this because I saw this being used in Battery modelling for electric vehicles. I don't understand how it is used (which is why I am here) but you can add that to number of applications of SVD

  • @VedJoshi..
    @VedJoshi.. Год назад

    never realized that Prof Kutz was your colleague. he really is a legend.

  • @yaoliu7034
    @yaoliu7034 4 года назад +10

    Excellent! Can you add numbers (in the series) so we know what order to watch them? Thanks

    • @Eigensteve
      @Eigensteve  4 года назад +9

      I have put everything into playlists, so that should help with the ordering.

  • @adricat59
    @adricat59 4 года назад +1

    Thank you! It is nice to have you back 😉

  • @wym247
    @wym247 11 месяцев назад

    A big thanks to you Dr. Brunton !

  • @jyoti_4568
    @jyoti_4568 3 года назад +2

    This series helped me immensely. Thanks a lot!

  • @GreenBean0222
    @GreenBean0222 5 месяцев назад

    Thank you so much for this video series. It helped me a lot!

  • @PunmasterSTP
    @PunmasterSTP Год назад

    SVD overview? More like "Super great information that everyone should view!" 👍

  • @Mustafa51993
    @Mustafa51993 4 года назад +1

    Wow soo good to have you back 😃....Thank you

  • @charliehou9553
    @charliehou9553 3 года назад +2

    Best lectures of SVD! BTW, Dr.Brunton looks like Filthy Frank (but more handsome than Papa Franku)

  • @wentaowu3070
    @wentaowu3070 7 месяцев назад

    I have to say: not only the lectures are really handsome, the man himself is also really handsome. hahaha. What a great educator!

  • @justinli19901027
    @justinli19901027 4 года назад +1

    love it, what a series, thank

  • @hecanyon2161
    @hecanyon2161 2 года назад +1

    Super curious about how he writes in that direction with out hand writing flipped.😲

  • @malihareza4754
    @malihareza4754 4 года назад

    Very very excited for the series. Thank you

  • @YYchen713
    @YYchen713 2 года назад

    Awesome lecture!!! Writing in mirror style and still be able to have great flow of thought, woow

  •  4 года назад +28

    I always wondered how these videos are recorded. Is there a glass between you and the camera? Great content anyways!

    • @Sonnentau1
      @Sonnentau1 4 года назад +28

      Blind guess: Its glass and than they flip the video horizontally... Or Mr Brunton is not only a genius but is also able to write mirror font.
      I finde both equally likely

    • @jobleser
      @jobleser 4 года назад +10

      @@Sonnentau1 Dr Brunton seems to be actually left-handed as per other videos; so the glass/flip-video hypothesis/trick seems likely. Neat.

    • @radarmaker1
      @radarmaker1 4 года назад +2

      Wedding band on the "right" hand, so think he's left-handed and image flipped :)

    • @hariprasadhparthasarathy6360
      @hariprasadhparthasarathy6360 4 года назад +8

      I have asked Prof brunton in another video about the exact same thing and he replied with 'years of practice' :)

    • @dylangomes3853
      @dylangomes3853 4 года назад +2

      If there is glass, the writing is still backwards relative to the writer. I don't see how it matters if you flip it.

  • @shubhamkumarsaurav5212
    @shubhamkumarsaurav5212 3 года назад +1

    You like like "Harrison wells" character in the flash season 1. He was a great scientist and teacher in Reel life , You are same in real life.
    Very nice Videos, Thank you

  • @ScottSummerill
    @ScottSummerill 4 года назад +3

    Is there an order to all these videos? Difficult to discern. Except for the ones that begin, “Welcome back ...”.

    • @Eigensteve
      @Eigensteve  4 года назад +2

      Here is the playlist: ruclips.net/video/gXbThCXjZFM/видео.html

  • @37047403
    @37047403 4 года назад +1

    Thank you! I was just studying Word2Vec and GloVe algorithms and really needed this kind of content!

  • @vlogs627
    @vlogs627 Год назад

    Just surprised at the production logic behind the video. Had to think for solid 5 min to figure out how it was recorded and edited for us to be able to read those words.
    I got inner peace after figuring that out.

  • @ehabnasr6925
    @ehabnasr6925 Год назад

    Thank you so much for these videos I'm persuing the playlist and I really love it!

  • @tanyapatel4130
    @tanyapatel4130 2 года назад

    i really like the video presentation and clarity of topics, stayed and subscribed.

  • @trungkienngo6267
    @trungkienngo6267 Год назад

    The writing is trippy man. The words are not supposed to look like that if he’s facing the camera, it’s supposed to be from right to left and written backward. How does the writing looks like normal in the video? Unless the guy is writing backward

  • @anondoggo
    @anondoggo 2 года назад

    Concise and rich. Brilliant!

  • @prabalghosh2954
    @prabalghosh2954 2 года назад

    Very, very nice explanation and presentation. Thank you!

  • @blitzkringe
    @blitzkringe 3 года назад

    I tried to get a tailored basis for my data using SVD, and it yielded the exact Fourier basis. :D

  • @loden5677
    @loden5677 8 месяцев назад

    Thanks so much for this series, I’m so excited to watch it! Just wondering if there are videos for all chapters of the book or only a select few?

  • @jacobanderson5693
    @jacobanderson5693 4 года назад +1

    Thanks for posting these videos

  • @sanjoybhattacharjee8261
    @sanjoybhattacharjee8261 2 года назад +1

    I would have changed the series name, as you have said @ 5:33, to "Linear Algebra to make Money" :-). Thank you Professor for sharing the series of lectures - very thorough and extremely helpful.

  • @hubstrangers3450
    @hubstrangers3450 4 года назад +2

    Hope the series could link to the colab, thanks for the content.

  • @shailshah5803
    @shailshah5803 Год назад

    are you writing backwards on a glass board or is this some kind of editing magic ... this keeps me up at night

  • @andrewalamban3632
    @andrewalamban3632 3 года назад +3

    Thanks for the content! Also super impressive if it is the case that you're writing in reverse!

  • @phamhongvinh550
    @phamhongvinh550 4 года назад +2

    Thank you so much for the content.

  • @jacobwise7008
    @jacobwise7008 Год назад

    For the first 3 minutes and I was so confused and amazed by his incredible talent for mirror writing (it looked as good as my normal handwriting!) Then I realized he probably flipped the video 😅😆

  • @Tyler-pj3tg
    @Tyler-pj3tg Год назад

    Amazing series!

  • @majidkh2695
    @majidkh2695 3 года назад +2

    Great stuff; thanks a lot. Quick question! Is it fair to say that the left singular vectors reflect the distribution (statistical distribution) of the column vectors?!

  • @akanhakan
    @akanhakan 4 года назад

    Great lectures. I have ordered your book.

  • @CSEVARUNKARTHICKP
    @CSEVARUNKARTHICKP Год назад +2

    are you left or right handed?

  • @aubinthomas
    @aubinthomas 3 года назад

    I did high graduate school in engineering and I learned there how to hate mathematics. If only I had such a teacher, it would have been definitely different.

  • @SergioPertuz
    @SergioPertuz 4 года назад +3

    Hey Steve. Silly question... Did you learn to write backward so you can do these videos or how do you achieve this? 😅

    • @and_jannis
      @and_jannis 3 года назад

      mirror the video ;)

    • @musaerdemsevim
      @musaerdemsevim 3 года назад

      @@and_jannis no it is not. He is actually writing from his right to left as backwards

    • @TEOGUN
      @TEOGUN 3 года назад

      ruclips.net/video/wCOuu0-o5YI/видео.html HE is probably shooting through a mirror

  • @ulrikalundholm5458
    @ulrikalundholm5458 2 года назад

    I love this, thank you!

  • @supriyakm471
    @supriyakm471 3 года назад

    Loved it content, presentation 💗💗💗

  • @jezza10181
    @jezza10181 10 месяцев назад

    Fantastic presentation. I only know what the SVD was, had no idea it had so many uses.

  • @zrmsraggot
    @zrmsraggot 2 года назад

    I wish the com section was a bit more specific and bring ideas other than ' how to say Thank you ' to a man who probably knows how good he does, common guys, don't be the FFT, try to be the SVD and tailor your comments to this particular video..

  • @Mario112352
    @Mario112352 2 года назад

    Can not access some of the function since they are in the Statistical Toolbox.

  • @mndhamod
    @mndhamod 2 года назад

    You are left-handed. Gotcha!

  • @timanb2491
    @timanb2491 3 года назад

    Hi, Steve! Nice lecture. Is there a exercise for this topic?

  • @woowooNeedsFaith
    @woowooNeedsFaith 4 года назад +1

    Why this video is available only in HD? It can be a bit problematic...

    • @mcmormus
      @mcmormus 4 года назад

      i have all the options from 144p up to 1080p...

    • @woowooNeedsFaith
      @woowooNeedsFaith 4 года назад

      Strange. I still have only 1440p and 2160p options.

    • @Eigensteve
      @Eigensteve  4 года назад

      Sorry about that. Newer videos will have this issue fixed.

  • @garrettdyess1110
    @garrettdyess1110 2 года назад

    Which classes would be prerequisites for this content if it were to be presented in a class at a University?

  • @Plin34
    @Plin34 3 года назад +1

    Thanks!

  • @ahmedgharieb5252
    @ahmedgharieb5252 Год назад

    If I have a single time series.. Then what should i do to get eigenvalues?

  • @mohamedelaminenehar333
    @mohamedelaminenehar333 3 года назад

    Thank you ))
    Sir can you tell us the most important math lessons a student of automatic control and signals needs?
    😊😊😊😊

  • @Dimpu82
    @Dimpu82 2 года назад

    Great video.
    Wish my ADHD brain would stop focusing so much on the handwaving and the hows and why of the this weird otherworldly transparent glassboard/whiteboard

  • @naeimwtg
    @naeimwtg 4 года назад

    Steve, thanks for sharing!
    Can you please clarify the how can combine results two or more singular value decomposition got from same object like multilayer matrix?

  • @kunalvshah
    @kunalvshah 3 года назад

    Hi, is there any sequence I should follow to watch these videos ?

  • @EW-mb1ih
    @EW-mb1ih 2 года назад

    What do that mean "Data-driven" generalization of FFT?

  • @ehabnasr6925
    @ehabnasr6925 Год назад

    Where can I find -in the playlist- the "tailored" data-driven transforms part?

  • @3ss3ns3
    @3ss3ns3 3 года назад +1

    SVD is gangsta until Matrix: 1000000 x1000000 arrives!!

    • @Eigensteve
      @Eigensteve  3 года назад +1

      Then hit it with randomized SVD!

  • @hyperduality2838
    @hyperduality2838 4 года назад

    Simple, linear = Predictable or syntropy
    The time domain is dual to the frequency domain
    Thesis (time) is dual to anti-thesis (frequency) -- the time independent Hegelian dialectic
    Predictability is dual to unpredictability, certainty is dual to uncertainty, syntropy is dual to increasing entropy, the fourth law of thermodynamics. Energy is dual to mass -- Einstein.
    Dark energy is dual to dark matter.

    • @dankons6578
      @dankons6578 4 года назад

      what

    • @hyperduality2838
      @hyperduality2838 4 года назад

      @@dankons6578 There is a 4th law of thermodynamics, syntropy is a dual process to that of increasing entropy.
      Teleological physics (syntropy) is dual to non-teleological physics (entropy).
      Certainty is dual to uncertainty -- the Heisenberg certainty/uncertainty principle.
      The conservation of duality is the 5th law of thermodynamics.
      Duality is energy, energy is duality.
      Potential energy is dual to kinetic energy.
      Apples fall to the ground because they are conserving duality.
      Action is dual to reaction -- Sir Isaac Newton.
      Positive charge is dual to negative charge -- electric fields.
      North poles are dual to south poles -- magnetic fields.
      Electro is dual to magnetic, electro magnetic energy (light) is dual.
      "Always two there are" -- Yoda.

    • @dankons6578
      @dankons6578 4 года назад

      oh ok i get it now

    • @hyperduality2838
      @hyperduality2838 4 года назад

      @@dankons6578 Gravitation is equivalent or dual to acceleration -- Einstein's happiest thought, the principle of equivalence (duality).
      There is a pattern of duality hardwired into the physics and also philosophy, mathematics, biology, control theory etc.
      This important fact is currently not appreciated by those who fund science.

  • @bediosoro7786
    @bediosoro7786 3 года назад

    i understand clearly how to compute the SVD. but it seems like that i forgot something. if i have a matrix of nxn and i want to reduce the dimesion to rxr . how do i get the rxr matrix? if someone knows inform me i need it right away.

  • @videofountain
    @videofountain 4 года назад

    Good Presentation. 👩🏽‍🏫. There is a book and .pdf listed above. Where can I find how correlated or not these documents are? Do these two documents work together? Does the .pdf document have an errata sheet? Thanks.

  • @hoopssheaffer
    @hoopssheaffer Месяц назад

    How does he write backwards?

  • @randythamrin5976
    @randythamrin5976 4 года назад

    I've done watched the videos, till data visualization - buyer beware. Please tell me, should I watch another one playlist before watch this video? Like linear algebra or begining scientific computing? Thank you

  • @flybekvc
    @flybekvc 3 года назад +1

    Is there some video for each chapter of the book?

    • @Eigensteve
      @Eigensteve  3 года назад

      Yes, we tried to break it down so each section has a video.

  • @lacnguyen178
    @lacnguyen178 3 года назад +1

    What application did you use to make this transparent board?

    • @Eigensteve
      @Eigensteve  3 года назад

      We are using the lightboard

  • @kannakamuiedits
    @kannakamuiedits 2 года назад +1

    Svd like when I be pulling out this Russian svd dragunov in the school

    • @WealthyInsuranceOfficial
      @WealthyInsuranceOfficial Год назад

      D - Decomposition
      R - Rational
      A - Angle
      G - Geometry
      U - Unitary
      N - Numbers
      O - Obstacle
      V - Variation

  • @user-eo7ll4yz6i
    @user-eo7ll4yz6i 11 месяцев назад

    Does someone now what marker pen this guys use ?

  • @afiqyahya3398
    @afiqyahya3398 3 года назад

    Guess I'm late to the party. Just found out your channel. Damnnnnn

  • @JayaPrakash-zk5ep
    @JayaPrakash-zk5ep 3 года назад +1

    Love from india❤️

  • @nisbahmumtaz909
    @nisbahmumtaz909 2 года назад

    Yo, how do you learn to write in reverse like that

  • @Otohmanuye
    @Otohmanuye 5 месяцев назад

    I’m searching SVD gun and this video shows up

  • @user-lf6lm9jb2u
    @user-lf6lm9jb2u 6 месяцев назад

    What dry erase markers do you use?

  • @adinovitarini6173
    @adinovitarini6173 4 года назад +1

    Hello Prof. I want to ask you something, is SVD have big impact on system identification of a dynamic system, if we combine with least square algorithm ? or it just useful enough for machine learning task ? Thanks you

  • @Falconoo7383
    @Falconoo7383 2 года назад

    at 5:34... How we can make money from Linear Algebra?

  • @user-ct6fu3kz4h
    @user-ct6fu3kz4h Год назад

    0:52 ! how it is possible? writing backward!!!

  • @all_bright
    @all_bright 3 года назад

    Hi! Thank you so much for these vids. Realized yesterday that I couldn't make myself use SVD unless I understand the logic of it.
    Could someone possibly recommend the topics I should look into beforehand in order to understand it and subsequent topics? I don't have a foundation in Maths beyond High School Level.

    • @ronronn3148
      @ronronn3148 3 года назад

      you should learn some linear algebra. you need a little calculus to do linear algebra sometimes, but it can mostly be done with integration and differentation. easy topics to look into, you're going to be using basic integration and differentiation. linear systems, manipulating them, understand matrices and how to manipulate them, how to find eigen values and eigenvectors, what eigenvalues and eigenvectors are. kinda gives you a base level for linear algebra.

    • @all_bright
      @all_bright 3 года назад

      @@ronronn3148 Thank you so much! I think I know what all you've mentioned but I'm coming to realize that what I know generally isn't everything I'm supposed to know. I'll look up the mentioned topics in detail. :-D

    • @ronronn3148
      @ronronn3148 3 года назад

      @@all_bright There's alot of stuff you're gonna be lost on and I think its important to write stuff down, or take mental note of what vocabulary and operations makes your mind blank. You look those words up, read about the topics, and fill in the blanks. alot of resources online.

    • @all_bright
      @all_bright 3 года назад

      @@ronronn3148 Yes! Thank you for the suggestion. Will keep that in mind.

  • @huaiyizhao8896
    @huaiyizhao8896 Год назад

    You don't even need to take notes. Just take a screenshot of the sketches

  • @colamity_5000
    @colamity_5000 Год назад

    Am I stupid or does he have to be writing backwards for this to work?

  • @chrischoir3594
    @chrischoir3594 3 года назад

    These days if you say the words "Cloud" and "Machine Learning" in the same sentence venture capitalists will swarm

  • @monh964
    @monh964 4 года назад

    Today, I have discovered a gold mine...

  • @LGURUGUBELLISAIKUMAR
    @LGURUGUBELLISAIKUMAR 3 года назад

    nice explain how to interact with you

  • @the_hasnat
    @the_hasnat Год назад

    harrison wells