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Randomized Singular Value Decomposition (SVD)

Randomized Singular Value Decomposition (SVD)
0
Steve Brunton
13 min
Intermediate
Video
Theory
Link to External Site
https://www.youtube.com/watch?v=fJ2EyvR85ro

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

 

 

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