From 233fab17b5433200b3429a20981fd87393d3dbab Mon Sep 17 00:00:00 2001 From: mmcky Date: Mon, 18 Jul 2022 16:10:07 +1000 Subject: [PATCH] fix PDF --- lectures/svd_intro.md | 41 ++++++++++++++++++++++++++--------------- 1 file changed, 26 insertions(+), 15 deletions(-) diff --git a/lectures/svd_intro.md b/lectures/svd_intro.md index df47ae1cc..ea801924d 100644 --- a/lectures/svd_intro.md +++ b/lectures/svd_intro.md @@ -82,10 +82,12 @@ $$ where -\begin{align*} +$$ +\begin{aligned} UU^T & = I & \quad U^T U = I \cr VV^T & = I & \quad V^T V = I -\end{align*} +\end{aligned} +$$ where @@ -123,10 +125,12 @@ You can read about reduced and full SVD here For a full SVD, -\begin{align*} +$$ +\begin{aligned} UU^T & = I & \quad U^T U = I \cr VV^T & = I & \quad V^T V = I -\end{align*} +\end{aligned} +$$ But these properties don't hold for a **reduced** SVD. @@ -134,18 +138,21 @@ Which properties hold depend on whether we are in a **tall-skinny** case or a ** * In a **tall-skinny** case in which $m > > n$, for a **reduced** SVD - -\begin{align*} +$$ +\begin{aligned} UU^T & \neq I & \quad U^T U = I \cr VV^T & = I & \quad V^T V = I -\end{align*} +\end{aligned} +$$ * In a **short-fat** case in which $m < < n$, for a **reduced** SVD -\begin{align*} +$$ +\begin{aligned} UU^T & = I & \quad U^T U = I \cr VV^T & = I & \quad V^T V \neq I -\end{align*} +\end{aligned} +$$ When we study Dynamic Mode Decomposition below, we shall want to remember this caveat because sometimes we'll be using reduced SVD's to compute key objects. @@ -262,10 +269,12 @@ $$ where -\begin{align*} +$$ +\begin{aligned} S & = U\Sigma U^T \cr Q & = U V^T -\end{align*} +\end{aligned} +$$ and $S$ is evidently a symmetric matrix and $Q$ is an orthogonal matrix. @@ -439,11 +448,11 @@ $$ Compute: $$ -\begin{align} +\begin{aligned} XX^T&=U\Sigma V^TV\Sigma^T U^T\cr &\equiv U\Sigma\Sigma^TU^T\cr &\equiv U\Lambda U^T -\end{align} +\end{aligned} $$ (eq:XXcompare) Compare representation {eq}`eq:XXcompare` with equation {eq}`eq:XXo` above. @@ -453,10 +462,12 @@ eigenvectors of $XX^T$ and $\Sigma \Sigma^T$ is the matrix $\Lambda$ of eigenval Second, let's compute -\begin{align*} +$$ +\begin{aligned} X^TX &=V\Sigma^T U^TU\Sigma V^T\\ &=V\Sigma^T{\Sigma}V^T -\end{align*} +\end{aligned} +$$