Randomized Singular Value Decomposition (SVD)

This video describes how to use recent techniques in randomized linear algebra to efficiently compute the singular value decomposition (SVD) for extremely large matrices.

Book Website: http://databookuw.com
Book PDF: http://databookuw.com/databook.pdf

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/

Brunton Website: eigensteve.com

This video was produced at the University of Washington