Singular Value Decomposition (SVD) Part 1: Math Foundations
The most common way to represent data is through matrices. As a result, this makes the methods and algorithms designed to operate on matrices very convenient for data science. We will dive into the mysteries of one of them. This method has been proven successful in matrix manipulations such as low-rank approximation, but also in more practical applications like recommender systems. This method is known as Single Value Decomposition (SVD). This blog post is the first part of a series around SVD....