Linear Systems of Equations, Least Squares Regression, Pseudoinverse
11:53
YouTubeSteve Brunton
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 ...
120K viewsJan 24, 2020
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