Linear Systems of Equations, Least Squares Regression, Pseudoinverse

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11 Dec 2023

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This video describes how the SVD can be used to solve linear systems of equations. In particular, it is possible to solve nonsquare systems (overdetermined or underdetermined) via least squares regression and the pseudoinverse. These lectures follow Chapter 1 from: “Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control“ by Brunton and Kutz Amazon: Book Website: Book PDF: Brunton Website:

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