Analysis and Linear Algebra

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.