Singular Value Decomposition (SVD): Dominant Correlations

This lectures discusses how the SVD captures dominant correlations in a matrix of data. 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