diff --git a/lectures/svd_intro.md b/lectures/svd_intro.md index c4e1945bd..bf1d8fca8 100644 --- a/lectures/svd_intro.md +++ b/lectures/svd_intro.md @@ -34,7 +34,7 @@ Let $X$ be an $m \times n$ matrix of rank $p$. Necessarily, $p \leq \min(m,n)$. -In much of this lecture, we'll think of $X$ as a matrix of **data** in which +In much of this lecture, we'll think of $X$ as a matrix of data in which * each column is an **individual** -- a time period or person, depending on the application @@ -52,11 +52,11 @@ We'll apply a **singular value decomposition** of $X$ in both situations. In the $ m < < n$ case in which there are many more individuals $n$ than attributes $m$, we can calculate sample moments of a joint distribution by taking averages across observations of functions of the observations. -In this $ m < < n$ case, we'll look for **patterns** by using a **singular value decomposition** to do a **principal components analysis** (PCA). +In this $ m < < n$ case, we'll look for patterns by using a singular value decomposition to do a principal components analysis (PCA). In the $m > > n$ case in which there are many more attributes $m$ than individuals $n$ and when we are in a time-series setting in which $n$ equals the number of time periods covered in the data set $X$, we'll proceed in a different way. -We'll again use a **singular value decomposition**, but now to construct a **dynamic mode decomposition** (DMD) +We'll again use a singular value decomposition, but now to construct a **dynamic mode decomposition** (DMD) ## Singular Value Decomposition