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Copy file name to clipboardExpand all lines: lectures/svd_intro.md
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@@ -34,7 +34,7 @@ Let $X$ be an $m \times n$ matrix of rank $p$.
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Necessarily, $p \leq \min(m,n)$.
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In much of this lecture, we'll think of $X$ as a matrix of **data** in which
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In much of this lecture, we'll think of $X$ as a matrix of data in which
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* each column is an **individual** -- a time period or person, depending on the application
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@@ -52,11 +52,11 @@ We'll apply a **singular value decomposition** of $X$ in both situations.
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In the $ m < < n$ case in which there are many more individuals $n$ than attributes $m$, we can calculate sample moments of a joint distribution by taking averages across observations of functions of the observations.
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In this $ m < < n$ case, we'll look for **patterns** by using a **singular value decomposition** to do a **principal components analysis** (PCA).
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In this $ m < < n$ case, we'll look for patterns by using a singular value decomposition to do a principal components analysis (PCA).
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In the $m > > n$ case in which there are many more attributes $m$ than individuals $n$ and when we are in a time-series setting in which $n$ equals the number of time periods covered in the data set $X$, we'll proceed in a different way.
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We'll again use a **singular value decomposition**, but now to construct a **dynamic mode decomposition** (DMD)
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We'll again use a singular value decomposition, but now to construct a **dynamic mode decomposition** (DMD)
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