Singular Value Decomposition (the SVD)

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  • เผยแพร่เมื่อ 5 พ.ค. 2016
  • MIT RES.18-009 Learn Differential Equations: Up Close with Gilbert Strang and Cleve Moler, Fall 2015
    View the complete course: ocw.mit.edu/RES-18-009F15
    Instructor: Gilbert Strang
    The SVD factors each matrix into an orthogonal matrix times a diagonal matrix (the singular value) times another orthogonal matrix: rotation times stretch times rotation.
    License: Creative Commons BY-NC-SA
    More information at ocw.mit.edu/terms
    More courses at ocw.mit.edu

ความคิดเห็น • 288

  • @Sky-pg6xy
    @Sky-pg6xy ปีที่แล้ว +63

    I can’t express how amazing this video is. I have taught from a number of textbooks in different undergrad linear algebra classes, and I’ve never in my life seen an explanation of SVD as good as this one.

    • @kiaraki7186
      @kiaraki7186 8 หลายเดือนก่อน

      its shit

  • @qantum251
    @qantum251 7 ปีที่แล้ว +441

    With all due respect, on which basis people did thumbs down this outstanding piece of algebra. If I had Profs. like Sir Gibert Strang at my early university years, I would've reached far beyond my own expectations. Your teaching is outstandingly straightforward Sir.

    • @salrite
      @salrite 6 ปีที่แล้ว +6

      Agree... I can't imagine anyone can explain better

    • @Kneecap22
      @Kneecap22 5 ปีที่แล้ว +2

      I think they haven't seen 18.06, the best course on linear algebra! They need to see lecture 25, 28 and 29. Before this one.

    • @gidi5779
      @gidi5779 4 ปีที่แล้ว +13

      I could imagine mathematics students to be dissatisfied by the lack of rigour. Are we talking about the standard inner product w.r.t. “orthogonal”? Over what field is the matrix? Is it even a field? How about existence and uniqueness of SVD? Etc. As a video explaining the procedure it’s very fine, but as opposed to engineers, that’s not necessarily what mathematicians are looking for in a video on SVD

    • @daniellavery6667
      @daniellavery6667 4 ปีที่แล้ว +11

      Perhaps because he buries the lede with the intention and applications towards the end, and the only "worked example" excludes all the procedure for actually computing the component matrices. Then the discussion of applications is, frankly, pretty disorganized. Gilbert Strang has written some good books in his day, and even has some good lecture videos on youtube, but this is not a great example of his teaching.

    • @christophostertag4669
      @christophostertag4669 4 ปีที่แล้ว +6

      Shows no proof unfortuantely

  • @handongfeng
    @handongfeng 2 ปีที่แล้ว +14

    No any other guys can teach algebra better than this Professor. He is the teacher's teacher, the best of the best. Respect!

  • @chrisjiang5121
    @chrisjiang5121 4 ปีที่แล้ว +73

    I used to watch Prof. Strang's videos when I was a first year undergrad. Never thought I would revisit this during my master as I am learning about PCA... Time flies yet Prof. Strang is forever

  • @H4nek
    @H4nek 5 ปีที่แล้ว +76

    3:35 "And what do I have? Well, I've got six matrices..." LOL

  • @babaumar4188
    @babaumar4188 4 ปีที่แล้ว +27

    The best linear algebra by all standards. He makes it look so simple. This explanation of SVD and PCA blew my mind. I salute you prof.

  • @jennariseley3161
    @jennariseley3161 5 ปีที่แล้ว +72

    I have been trying to understand PCA all semester. I didn't realise that I would finally 'get' it after watching this video on SVD. Thank you so much Dr Strang and MIT!

    • @marcnassif2822
      @marcnassif2822 4 หลายเดือนก่อน

      For everyone else reading this, having a good grasp of Linear Algebra is absolutely essential for understanding Machine Learning!

  • @lowerlowerhk
    @lowerlowerhk 3 ปีที่แล้ว +29

    "how to I get hold of U?"- Gilbert Strang

  • @alexz5460
    @alexz5460 5 ปีที่แล้ว +4

    Each time, when I have the question about algebra, I always come to look for the answer in these lessons of Prof Gilbert. Thank you, Prof Gilbert.

  • @GuruKal
    @GuruKal 7 ปีที่แล้ว +330

    "eigenpeople...no, no, that's terrible"....lmaooo, too funny

    • @leetcoding1
      @leetcoding1 5 ปีที่แล้ว +20

      "eigenperson would be better"

    • @ayushgoel8277
      @ayushgoel8277 5 ปีที่แล้ว

      nice 1

    • @glarange72
      @glarange72 5 ปีที่แล้ว +2

      unique people, makes sense!

    • @8eodorosk
      @8eodorosk 5 ปีที่แล้ว +2

      there are the "eigenfaces" as well...

    • @juliocardenas4485
      @juliocardenas4485 3 ปีที่แล้ว

      I’m with you

  • @shivamkak7981
    @shivamkak7981 8 หลายเดือนก่อน

    I have watched this several time over the course of the last year, and each time I have gained a deeper understanding. Thank you!

  • @yaom9702
    @yaom9702 7 ปีที่แล้ว +8

    I learn really a lot from your open lecture, thank you very much!!! prof Strang.

  • @gauravrudramalik5869
    @gauravrudramalik5869 2 ปีที่แล้ว +6

    Thank you so much Prof. Strang, and sincere gratitude towards MIT for an initiative like the OCW.
    Blessed are those who have the motivation to develop their skills in their younger years, and make it to an institution like MIT... but yeah, with uploads like this... even people like me can continue to develop our knowledge and understanding.
    I am so glad and grateful to have an opportunity like this!

  • @tomlee2065
    @tomlee2065 4 ปีที่แล้ว

    I always enjoy watching Professor Strang’s lectures. I learnt a lot from them.

  • @fmaleknia
    @fmaleknia 7 ปีที่แล้ว +18

    Best ever explanation I found on this topic. Now its going to clear. Thank you Prof.

  • @ABMMONIRUZZAMANKHAN
    @ABMMONIRUZZAMANKHAN 6 ปีที่แล้ว +7

    great style of lecturing, always comes up discovering something. Thanks Prof. Gilbert Strang and MIT.

    • @zilezile4942
      @zilezile4942 4 ปีที่แล้ว

      www.amazon.com/Data-Analysis-functional-principal-regression/dp/B088BM4FCB/ref=sr_1_5?dchild=1&keywords=NIZAR+Soilihi&qid=1589911627&sr=8-5

  • @ahmadalghooneh2105
    @ahmadalghooneh2105 5 ปีที่แล้ว +8

    Gilbert is the best, I love him, wish I had a teacher like that

  • @benhaze7468
    @benhaze7468 3 ปีที่แล้ว

    This is so elaborately explained, yet so easy to understand
    This is what teaching should look like!

  • @psyduck1774
    @psyduck1774 3 ปีที่แล้ว

    This lecture is an abosolute masterpiece. Thanks Prof. Strang.

  • @muhammadumaramanat738
    @muhammadumaramanat738 3 ปีที่แล้ว +8

    In such a short video, finally know the relation between PCA and SVD.

  • @sumedhdhale8553
    @sumedhdhale8553 3 ปีที่แล้ว

    I have great respect for this man, he's so devoted to his job.

  • @azra8366
    @azra8366 3 ปีที่แล้ว +1

    Thank u for explaining us the application, It's a huge motivation for learning such stuff.
    I wish I had a teacher like you prof Strang :)

  • @adamradekmartinez1536
    @adamradekmartinez1536 6 ปีที่แล้ว +3

    Very very clear explanation. Thank you very much Professor Strang.

  • @jjchen1010
    @jjchen1010 7 ปีที่แล้ว +2

    Thanks to Dr. Gilbert Strang!

  • @pk_1320
    @pk_1320 7 ปีที่แล้ว +3

    My favorite professor! Can't thank him enough ! THANK YOU for your teaching :)

    • @zilezile4942
      @zilezile4942 4 ปีที่แล้ว

      www.amazon.com/Data-Analysis-functional-principal-regression/dp/B088BM4FCB/ref=sr_1_5?dchild=1&keywords=NIZAR+Soilihi&qid=1589911627&sr=8-5

  • @mtp1376
    @mtp1376 4 ปีที่แล้ว +2

    Gilbert Strang is a genius on making difficult linear algebra topics understandable. I really appreciate his great work on being a powerful teacher.

  • @VenkataRamaRajuLolabhattu
    @VenkataRamaRajuLolabhattu 6 ปีที่แล้ว

    eigen people (or person) is the one of the greatest examples by Proff. Gilbert Strang. This one statement cleared many questions about PCA. Can't thank him enough, great professor. Thank you

  • @piaopiaokeke
    @piaopiaokeke 7 ปีที่แล้ว +52

    Gilbert Strang has aged like fine wine! We will have lost a real gem when he is gone. His teaching is amazing.

    • @ihbarddx
      @ihbarddx 6 ปีที่แล้ว +24

      Hey! Don't kill him off yet! I need him!

    • @diesel7777777
      @diesel7777777 5 ปีที่แล้ว +6

      I just can't wait to get to the age where people talking about say, "man, it's gonna suck when he dies."

    • @harineemosur6530
      @harineemosur6530 4 ปีที่แล้ว +1

      I don't want him to die. The passion he has for teaching at that age is amazing.I have had profs in college who hated teaching basics and then I see this gentleman put so much effort in teaching same.Great man!

    • @freeeagle6074
      @freeeagle6074 2 ปีที่แล้ว

      Professor Arthur Mattuck, one of early pop stars of DE, passed away last year at age 91. Professor Herbert Gross, kindof the earliest calculus star, also passed away a few years ago. Pray that Professor Strang will live a long long long life.

  • @BetulGC
    @BetulGC 5 ปีที่แล้ว

    Prof. Strang is absolutely the BEST!

  • @livetolearn477
    @livetolearn477 5 ปีที่แล้ว

    I enjoy your lectures. Thanks respected Professor Dr. Gilbert Strang.

  • @anahitasafari3094
    @anahitasafari3094 7 ปีที่แล้ว +5

    I could find art of teaching in this video...
    Thank you greatly....

  • @shubhamdubey2283
    @shubhamdubey2283 5 ปีที่แล้ว

    Hats off to you Sir. We are blessed to have people like you

  • @univuniveral9713
    @univuniveral9713 4 ปีที่แล้ว

    When I was in Scandinavia, studying computer science, our textbook was by this same guru, Gilbert Strang. That book was pretty compact and perfect.

  • @zhaochengliu9970
    @zhaochengliu9970 7 ปีที่แล้ว +2

    Only 14 mins, solve all my problems!!! Thanks!

  • @BalajiSankar
    @BalajiSankar ปีที่แล้ว +3

    thank you for showing that SVD is actually getting the different layers of the matrix out .. from the most important to the least important..

  • @gulrukhsor_akhmadjanova
    @gulrukhsor_akhmadjanova 3 หลายเดือนก่อน

    just amazing professor and method of teaching, thank you a lot!

  • @salrite
    @salrite 6 ปีที่แล้ว

    Awesome Lecture, the way he makes it so easy to digest, well detailed, thanks :)

  • @wiochan
    @wiochan 3 หลายเดือนก่อน

    This is the best SVD video on youtube

  • @sourovroy7951
    @sourovroy7951 4 ปีที่แล้ว

    Thanks Professor Gilbert and also Internet.

  • @wandarinca
    @wandarinca 7 ปีที่แล้ว +27

    I really like his algebra book!

    • @vctropdiamond
      @vctropdiamond 5 ปีที่แล้ว

      One of the best introductory books on linear algebra, for sure

  • @masteronepiece6559
    @masteronepiece6559 5 ปีที่แล้ว +3

    Finally some good content, I hate when a video is more than 30 minutes and full of garbage . But this video is gold

  • @muhammadasaduzzaman7943
    @muhammadasaduzzaman7943 5 ปีที่แล้ว

    Great lecture, Thank you, professor Strang.

  • @ShadowKMDu
    @ShadowKMDu 7 ปีที่แล้ว +1

    great video, clear illustration and explanation

  • @kaerusemi
    @kaerusemi ปีที่แล้ว +1

    めちゃくちゃ分かりやすかった!!

  • @amardda3489
    @amardda3489 5 ปีที่แล้ว +1

    All of my life I looked for the singular vector corresponding to the smallest singular value to solve linear systems. And now I learn that the biggest value is the most important one.

  • @yimao2675
    @yimao2675 6 ปีที่แล้ว +5

    When I learnt linear algebra in college, I couldn't understand why I need to learn it besides it was required. Profs Gibert Strange made it more meaningful and helped me understand its application in practice. All the pieces I learnt are now connected.

    • @zilezile4942
      @zilezile4942 4 ปีที่แล้ว

      www.amazon.com/Data-Analysis-functional-principal-regression/dp/B088BM4FCB/ref=sr_1_5?dchild=1&keywords=NIZAR+Soilihi&qid=1589911627&sr=8-5

  • @kennarnett8220
    @kennarnett8220 5 ปีที่แล้ว

    Thank you for teaching me the Linear Algebra I had to drop when I got mononucleosis. Now to pick up the Second Semester ....

  • @companymen42
    @companymen42 4 หลายเดือนก่อน

    Dude dropping some sick knowledge bombs, blowing my mind.

  • @mostafaorooji5931
    @mostafaorooji5931 5 ปีที่แล้ว

    Great Great Master. Whenever I get stuck in math, I would come here, I would find him and That's fine!

  • @austinwangler4700
    @austinwangler4700 4 ปีที่แล้ว

    Quality professor and lecture, this made SVD click for me

  • @gautamjain2487
    @gautamjain2487 5 ปีที่แล้ว

    No words! just thank you prof.

  • @bierthai4436
    @bierthai4436 7 ปีที่แล้ว +2

    prime teacher, share knowledge to the world

  • @sanjaykrish8719
    @sanjaykrish8719 7 ปีที่แล้ว +6

    Best ever.. Superb Sir.. Thank you so much

  • @hailyabdelfattah4405
    @hailyabdelfattah4405 4 ปีที่แล้ว

    super course. We have his books in our university. Clear and simple.

  • @BackToBackSWE
    @BackToBackSWE 4 ปีที่แล้ว

    you are loved

  • @KayYesYouTuber
    @KayYesYouTuber 6 หลายเดือนก่อน

    You are a great professor. Thank you very much

  • @dhruvgaba8516
    @dhruvgaba8516 4 ปีที่แล้ว

    Amazing! Thanks for such a nice explanation

  • @adityakaushik8143
    @adityakaushik8143 6 ปีที่แล้ว

    This is awesome! Thank you so much Professor

  • @pavanraickwade2124
    @pavanraickwade2124 3 ปีที่แล้ว

    Sir Gilbert Strang has this ability to convert boring theorems into lectures which are as interesting as movies...

  • @pedroluisalcazar9285
    @pedroluisalcazar9285 ปีที่แล้ว

    Thanks Mr Gilbert, you Rock!,

  • @phamtuan7106
    @phamtuan7106 6 ปีที่แล้ว

    Great lecture! Thank you so much.

  • @georgesadler7830
    @georgesadler7830 2 ปีที่แล้ว

    I am really learning linear algebra from one of the finest professor on earth.

  • @ValeriaCalarco
    @ValeriaCalarco 3 ปีที่แล้ว +1

    Thank you so much for this incredible explanation! It added so much value to my day :)

  • @kamrupexpress
    @kamrupexpress 3 ปีที่แล้ว

    You are the God of linear algebra

  • @anqiwen6997
    @anqiwen6997 4 ปีที่แล้ว

    Thanks, Professor, this lecture is nice.

  • @dhaneshprabhu4724
    @dhaneshprabhu4724 2 ปีที่แล้ว +4

    This prof is just amazing. In our college, only the formula and a large sequence of steps were mentioned to find SVD. I had a hard time comprehending it. This legend just mad eme understand SVD in just 2 equations with full concept. I wish I was born next to MIT. Thanku prof for enlightening me. And Thanku MIT OCW for making these vdos available

  • @tariqahassan5692
    @tariqahassan5692 8 หลายเดือนก่อน

    You are the best professor ever ..

  • @jafarm4443
    @jafarm4443 2 ปีที่แล้ว

    The number of time Prof. Strang saved me

  • @jakubmann3185
    @jakubmann3185 2 ปีที่แล้ว

    best video by the man who invented linear algebra, very cool

  • @makingyouplacementready
    @makingyouplacementready 4 ปีที่แล้ว

    I studied all this in small pieces, matrix in class 9th, Singular Matrix Decomposition in M.Tech. and Principle Component Analysis during my research in Speech Recognition using ANN. This video shows correlation in an exemplary manner. Best part is ...it sounds so simple and obvious. That's the trait of a teacher par excellence.

    • @anonymous-hl7ez
      @anonymous-hl7ez 10 หลายเดือนก่อน

      Is research in AI ML valued in industry in India? I'm a final year engineering student wondering whether to focus a lot on research.

  • @imalive404
    @imalive404 6 ปีที่แล้ว +1

    Sir I take a bow... Until now I didn't really understand SVD

  • @juliocardenas4485
    @juliocardenas4485 3 ปีที่แล้ว

    Wonderfully explained

  • @nicholasmate
    @nicholasmate 6 ปีที่แล้ว +1

    Thank God for Gilbert Strang

  • @amosbationo4653
    @amosbationo4653 5 ปีที่แล้ว

    Interesting examples with applied statistics.Thanks Sir.

  • @RC-bm9mf
    @RC-bm9mf ปีที่แล้ว

    Thanks a lot Prof Strang!

  • @shahzad3518
    @shahzad3518 4 ปีที่แล้ว

    Salute to Great Sir Gilbert Strang

  • @prabalghosh2954
    @prabalghosh2954 2 ปีที่แล้ว

    thanks for this lecture

  • @tusharkantirouth5605
    @tusharkantirouth5605 4 ปีที่แล้ว

    The ultimate guru of Linear Algebra...

  • @boomboom-dm6ip
    @boomboom-dm6ip ปีที่แล้ว +1

    I have always liked his explanations but I just learnt his name today from the comments. It was familiar name. And when I sat down with my Linear Algebra book I saw it. Wow... He is a legend huh...

  • @sachintelang6449
    @sachintelang6449 4 ปีที่แล้ว

    Thank you Sir. Best Regards

  • @ritaprasad438
    @ritaprasad438 5 ปีที่แล้ว +2

    Good explanations

  • @utkarshsanwal4908
    @utkarshsanwal4908 3 ปีที่แล้ว

    Thanks, Sir. God Bless You Sir. You are exceptionally amazing.

  • @MohitAwasthi01
    @MohitAwasthi01 2 ปีที่แล้ว

    Thanks a ton, Professor. ❤️

  • @raymondlion314
    @raymondlion314 6 ปีที่แล้ว +1

    Mathematician is so cool.look at this guy, he almost know everything from finance to life science!

  • @karius85
    @karius85 7 ปีที่แล้ว +1

    Great lesson!

  • @jiaxuanzhang2452
    @jiaxuanzhang2452 4 ปีที่แล้ว

    Thank you!!! This is very helpful

  • @suvarnadongre-gq5wx
    @suvarnadongre-gq5wx 11 หลายเดือนก่อน

    You nailed SVD
    I understand now it more clearly

  • @soodabeh880
    @soodabeh880 6 ปีที่แล้ว +1

    amazing ; thank you prof

  • @muhittinselcukgoksu1327
    @muhittinselcukgoksu1327 4 ปีที่แล้ว

    Thank you sooo much ,Sir.

  • @MissCloclow
    @MissCloclow 3 ปีที่แล้ว

    Thank you for this video !

  • @ibrahimatakankubilay9462
    @ibrahimatakankubilay9462 4 ปีที่แล้ว +1

    Loved it. I doubt they lecture so simple and clear in real courses though. I doubt they add quite a bit more depth-and board space!

  • @Haider_Waseem_445
    @Haider_Waseem_445 2 ปีที่แล้ว

    Love You Sir.

  • @chaoruizhe
    @chaoruizhe 6 ปีที่แล้ว +1

    Great video!

  • @rexagon7945
    @rexagon7945 3 ปีที่แล้ว +2

    The vector U at 8.56 is incorrect. The one he wrote on the board is uT (2,1,-1,2). It should have been just U (2,-1,1,2). You can try multiplying all pieces on the right side, and it is not equal to the left side.

    • @chuanpuluo4935
      @chuanpuluo4935 3 ปีที่แล้ว

      You are right, the multiplication of the right part is [[ 2. 2.],[-1. -1.]], different from the original A

  • @davidch.6593
    @davidch.6593 4 ปีที่แล้ว

    The first in the world to actually explain very well wtf is this SVD

  • @nabin9436
    @nabin9436 7 ปีที่แล้ว +1

    clear explanation!!

  • @utahraptor4729874
    @utahraptor4729874 4 ปีที่แล้ว +98

    I thought the SVD was a sniper rifle.

    • @zilezile4942
      @zilezile4942 4 ปีที่แล้ว

      www.amazon.com/Data-Analysis-functional-principal-regression/dp/B088BM4FCB/ref=sr_1_5?dchild=1&keywords=NIZAR+Soilihi&qid=1589911627&sr=8-5

    • @evilsunz1730
      @evilsunz1730 4 ปีที่แล้ว +1

      it kinda is: PCA

    • @raulrubencolunga5284
      @raulrubencolunga5284 3 ปีที่แล้ว +1

      I thought it was marihuana

    • @klutchboi3266
      @klutchboi3266 3 ปีที่แล้ว +1

      That's SVG brudda

    • @williamkibuika5984
      @williamkibuika5984 3 ปีที่แล้ว +1

      it is. it is made in USSR.

  • @yourmilletstudio
    @yourmilletstudio 5 ปีที่แล้ว

    Simply Amazing !!

  • @Joseph-gd6uf
    @Joseph-gd6uf 4 ปีที่แล้ว

    the prof. is excellent

  • @learningsuper6785
    @learningsuper6785 7 ปีที่แล้ว +1

    Such a great man!