This video presents an overview of the singular value decomposition (SVD), which is one of the most widely used algorithms for data processing, reducedorder modeling, and highdimensional statistics.

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

Amazon: https://www.amazon.com/DataDrivenSc...

Book Website: http://databookuw.com
Chapters available at: http://databookuw.com/databook.pdf

Brunton Website: http://eigensteve.com

This video was produced at the University of Washington