Analysis and Linear Algebra
Author | : James Bisgard |
Publisher | : |
Total Pages | : 239 |
Release | : 2021 |
ISBN-10 | : 1470465132 |
ISBN-13 | : 9781470465131 |
Rating | : 4/5 (32 Downloads) |
Download or read book Analysis and Linear Algebra written by James Bisgard and published by . This book was released on 2021 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an elementary analytically inclined journey to a fundamental result of linear algebra: the Singular Value Decomposition (SVD). SVD is a workhorse in many applications of linear algebra to data science. Four important applications relevant to data science are considered throughout the book: determining the subspace that ""best"" approximates a given set (dimension reduction of a data set); finding the ""best"" lower rank approximation of a given matrix (compression and general approximation problems); the Moore-Penrose pseudo-inverse (relevant to solving least squares problem.