Lecture 21: SVDs (continued)

Some scribe notes for the lecture are up on the web page. They incorporate two bug fixes, and the proof that the least-squares solution to {\| Ax - b \|} is indeed {x = A^+ b}, which we did not do in lecture.

The bug fixes, so you know where to look: I said something about the behavior of {A^+} on the vectors in the kernel of {A}, that entire sentence did not make any sense, just ignore it. Also, in the distinct singular values case, the singular vectors are unique only up to sign (duh!), and they’d better be sorted in decreasing order for uniqueness to hold. The notes incorporate those fixes.

The HW will be out by tomorrow, due on Friday the 20th.

Advertisements
This entry was posted in Uncategorized. Bookmark the permalink.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s