INT255 Unit 2
INT255 Unit 2
Presented By:
Dr. Bhupinder Singh
Department of Machine Learning
Topics to be covered…
Eigenvalues and Eigenvectors
Special Matrices
Spectral Decomposition
Singular Value Decomposition (SVD)
Advanced Matrix Algebra and Decompositions
Matrix algebra forms computational backbone
Essential concepts include decompositions, transformations
Perform various mathematical operations more efficiently
Applications in data science, physics, AI
Eigenvalues and Eigenvectors
Eigenvalue: Scalar associated with matrix
Eigenvector: Vector remains directionally invariant
Ax = λx defines eigenvalue, eigenvector
Special vectors and scalars related to matrices
Reveal fundamental properties of linear transformations
Properties of Eigenvalues, Eigenvectors
Distinct eigenvalues: Linearly independent eigenvectors
Trace: Sum of eigenvalues
Determinant: Product of eigenvalues
Transpose: Same eigenvalues as original matrix
Inverse: Reciprocals of eigenvalues
Diagonalization: Diagonalizable if n independent eigenvectors
Example: pink arrow is an eigenvector
Pink arrow does not change direction.
Special Matrices
Diagonal, symmetric, orthogonal, triangular matrices
Positive definite, sparse matrices widely used
Properties simplify computations, enhance algorithms
Diagonal and Symmetric Matrices
Only diagonal elements are non-zero
Simple to invert, multiply, exponentiate
Eigenvalues equal diagonal elements directly
Symmetric: Transpose equals original matrix
Eigenvalues always real, eigenvectors orthogonal
Applications in mechanics, optimization problems
Spectral Decomposition Of A Matrix
Coined by German mathematician David Hibert
Rearranges matrix in terms of eigenvalues
Determining the power of a given matrix
Obtaining original matrix by the summation.
Singular Value Decomposition (SVD)
Factorization of any matrix
Powerful tool for matrix analysis
Decomposition
A = U Σ V^T
U, V: Orthogonal matrices
Σ: Diagonal matrix of singular values
Singular Values
Non-negative real numbers
Measure the importance of dimensions
Singular Value Decomposition (SVD)
Rotations, scaling, and another rotation
Applications in PCA, image processing
Efficiently handles large-scale numerical problems
Key role in understanding linear transformations
Spectral decomposition
Matrix A = eigenvector projection
sum.
Scaled by corresponding eigenvalues
precisely
Each eigenvector spans specific subspace.
Projections combine to form transformation.
Simplify complex computations.
Subspaces represent underlying matrix
structure.
Transformation visualized through eigen
decompositions.
Applications of SVD
Dimensionality Reduction
Image Compression
Recommendation Systems
Natural Language Processing
Search Engines
Data Mining and Machine Learning
Signal Processing
Control Systems
Emerging Trends in Dynamic Matrix Decomposition
Dynamic matrices evolve over time datasets.
Decomposition helps identify latent variable structures.
Singular value decomposition dominates for analysis.
Principal component analysis reduces data dimensionality.