Randomized SVD: Power Iterations and Oversampling
4:32
YouTubeSteve Brunton
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 ...
17.1K viewsJan 30, 2020
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