Recap: 03 June 2023 10:22
Recap: 03 June 2023 10:22
A matrix that would be diagonal if it were square, but instead is rectangular due to extra rows
or columns of zeros.
A = UΣVT
Here:
• U and V are orthogonal matrices. U is the left singular vectors and V is the right singular
vectors.
• Σ is a diagonal matrix containing what we call the singular values.
1. Machine Learning and Data Science: SVD is used in Principal Component Analysis (PCA), a
technique for dimensionality reduction. This is helpful when dealing with high-dimensional
data. It's also used in various recommendation systems, for example in collaborative
filtering which is used in Netflix movie recommendation.
2. Natural Language Processing (NLP): SVD is used in Latent Semantic Analysis (LSA), a
technique for extracting the underlying meaning (semantic information) from textual data.
LSA uses SVD to reduce the dimensionality of a term-document matrix, which helps identify
relationships between terms and documents.
3. Computer Vision: In computer vision, SVD is used in image compression. By keeping only
the largest singular values and corresponding singular vectors, we can represent an image
using less data without losing too much information.
4. Signal Processing: SVD is used to separate useful signals from noise. This is useful in
applications like mobile communications and audio signal processing.
5. Numerical Linear Algebra: SVD is used for matrix inversion and solving systems of linear
equations. It is often a numerically stable way to solve ill-conditioned systems.
6. Psychometrics: In psychology and education, SVD is used in the construction and scoring of
psychological and educational tests, where it is often important to extract underlying latent
traits.
7. Bioinformatics: SVD and related techniques are often used to analyze gene expression data,
where it is important to identify the underlying patterns of gene activity.
8. Quantum Computing: SVD is also used in quantum state tomography to understand the
state of a quantum system.