Singular Value Decomposition (SVD): Mathematical Overview

This video presents a mathematical overview of the singular value decomposition (SVD). These lectures follow Chapter 1 from: "Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz Amazon: https://www.amazon.com/Data-Driven-Science-Engineering-Learning-Dynamical/dp/1108422098/ Book Website: http://databookuw.com Book PDF: http://databookuw.com/databook.pdf Brunton Website: http://eigensteve.com This video was produced at the University of Washington