inclass12-svd

# inclass12-svd - [1/5 Objectives In-class work SVD RELATE...

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3/15/2016 [1/5] Objectives - In-class work: SVD - RELATE 1/1 Objectives Learn how to compute the SVD See the connection between the norm and the singular values Learn how to compute a rank- best-approximation to a matrix k k

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3/15/2016 [2/5] The SVD and the 2-norm - In-class work: SVD - RELATE 1/1 The SVD and the 2-norm A matrix has the Singular Value Decomposition What is the largest value that can attain for any with ? A A A = . 1 0 0 0 1 2 1 2 0 1 2 1 2 7 0 0 0 2 0 3 2 1 2 1 2 3 2 A=[1000−121201212][700200][−3212−12−32]. Ax 2 Ax 2 x x x 2=1 x = 1 2
3/15/2016 [3/5] SVD and rank-1 approximation - In-class work: SVD - RELATE 1/1 SVD and rank-1 approximation A matrix

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