Randomized SVD: Power Iterations and Oversampling

This video discusses the randomized SVD and how to make it more accurate with power iterations (multiple passes through the data matrix) and oversampling.

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

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-Sc...

Brunton Website: eigensteve.com

This video was produced at the University of Washington

• #science_technology
• #singular_value_decomposition
• #randomized_svd
• #randomized_linear_algebra
• #linear_algebra
• #machine_learning
• #data_science
• #svd
• #oversampling
• #power_iterations