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Unit 11.1.2 Overview

  • 11.1 Opening Remarks

    • 11.1.1 Linking the Singular Value Decomposition to the Spectral Decomposition

    • 11.1.2 Overview

    • 11.1.3 What you will learn

  • 11.2 Practical Computation of the Singular Value Decomposition

    • 11.2.1 Computing the SVD from the Spectral Decomposition

    • 11.2.2 A strategy for computing the SVD

    • 11.2.3 Reduction to bidiagonal form

    • 11.2.4 Implicitly shifted bidiagonal QR algorithm

  • 11.3 Jacobi's Method

    • 11.3.1 Jacobi rotation

    • 11.3.2 Jacobi's method for computing the Spectral Decomposition

    • 11.3.3 Jacobi's method for computing the Singular Value Decomposition

  • 11.4 Enrichments

    • 11.4.1 Casting the reduction to bidiagonal form in terms of matrix-matrix multiplication

    • 11.4.2 Optimizing the bidiagonal QR algorithm

  • 11.5 Wrap Up

    • 11.5.1 Additional homework

    • 11.5.2 Summary