[수학/통계] 선형대수 - 고윳값과 고유벡터/SVD/PCA 강의 자료

(source: Singular value decomposition and principal component analysis)

Eigenvectors, Eigenbasis, Eigenvalues

Showing that an eigenbasis makes for good coordinate systems | Linear Algebra | Khan Academy

SVD

AMATH 301 - Lecture: The Singular Value Decomposition (SVD)
MIT OpenCourseWare - Singular Value Decomposition (the SVD)

Exercise: Computing SVD

Computing the Singular Value Decomposition | MIT 18.06SC Linear Algebra, Fall 2011

PCA

AMATH 301 - Lecture: Principal Componenet Analysis (PCA)