advanced-linear-algebra
The Eckart-Young theorem
taught
The rank-k truncated SVD is PROVABLY the closest possible rank-k matrix to A, in a precise distance sense -- not merely a reasonable approximation, but the provably optimal one.
Taught in
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The Eckart-Young theorem
Advanced Linear Algebra
Requires
Required by
- Low-rank approximation in practice required
- The induced 2-norm and the spectral radius required
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