Linear Systems of Equations, Least Squares Regression, Pseudoinverse

Steve Brunton 103,980 lượt xem 5 years ago

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This video describes how the SVD can be used to solve linear systems of equations. In particular, it is possible to solve nonsquare systems (overdetermined or underdetermined) via least squares regression and the pseudoinverse.

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: eigensteve.com

This video was produced at the University of Washington

Singular value decomposition

least squares regression

machine learning

Linear algebra

Regression

Principal component analysis

SVD

PCA

pseudoinverse

systems of equations

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