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
This video was produced at the University of Washington
Видео Linear Systems of Equations, Least Squares Regression, Pseudoinverse канала Steve Brunton
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
This video was produced at the University of Washington
Видео Linear Systems of Equations, Least Squares Regression, Pseudoinverse канала Steve Brunton
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24 января 2020 г. 7:45:19
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