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by cglouch 3175 days ago
Jeremy Kun also has a couple good articles about SVD:

https://jeremykun.com/2016/04/18/singular-value-decompositio...

https://jeremykun.com/2016/05/16/singular-value-decompositio...

The first one is particularly helpful for understanding SVD conceptually.

1 comments

This finally nudged me into uploading a note on the relationship between PCA and SVD, which is not covered in Jeremy's otherwise excellent article. If anyone is interested in this, you can find it under http://bastian.rieck.ru/research/Note_PCA_SVD.pdf.