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Week-5 SVD

svd cycle lab

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5 views3 pages

Week-5 SVD

svd cycle lab

Uploaded by

bhargavialluri30
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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P a g e | 37

Cycle-5

Aim: Singular Value Decomposition (SVD)


Solution
Singular Value Decomposition (SVD) is a powerful technique widely used in solving
dimensionality reduction problems. This algorithm works with a data matrix of the form, m x n, i.e., a
rectangular matrix.

The idea behind the SVD is that a rectangular matrix can be broken down into a product of three other
matrices that are easy to work with. This decomposition is of the form as the one shown in the
formula below:

A=UΣVT

Where:

  A is our m x n data matrix we are interested in decomposing. 


 U is an m x m orthogonal matrix whose bases are orthonormal. 
  Σ is an m x n diagonal matrix.
 VT is the transpose of an orthogonal matrix. 

Source Code:
P a g e | 38
Output:

The reason for decomposing a matrix is to represent it computationally efficiently so that the
original matrix recovered quickly from these singular matrices with the least information loss.

Let us try this out and see if we obtain the same matrix upon multiplying the three matrices of the
SVD together.

Before we do this, it is essential to note that the S vector does not fit the rule of matrix multiplication.
Thus we first convert it into a diagonal matrix as follows.

Output:

We reconstruct our matrix A from its SVD. The code below will carry out this operation.
P a g e | 39
Output:

 We recovered our original matrix from its SVD.



 In the real world, the application of the SVD is not always to only retrieve the entire matrix
 from the SVD.
 Instead, we truncate the SVD such that only the features with the most information in the
original matrix are recovered. By so doing, we reduce both the needed computational power
and processing time.

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