Linear Systems of Equations, Least Squares Regression, Pseudoinverse

This video describes how the SVD can be used to solve linear systems of equations. In particular, it is possible to solve nonsquare systems (overdetermined or underdetermined) via least squares regression and the pseudoinverse.

These lectures follow Chapter 1 from: "Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz

Amazon: https://www.amazon.com/Data-Driven-Science-Engineering-Learning-Dynamical/dp/1108422098/

Book Website: http://databookuw.com
Book PDF: http://databookuw.com/databook.pdf

Brunton Website: eigensteve.com

Видео Linear Systems of Equations, Least Squares Regression, Pseudoinverse канала Steve Brunton