Matrix Decompositions #
Decompositions reveal structure in matrices and power algorithms like PCA.
Matrix decompositions break complex matrices into simpler parts.
Common Decompositions #
- Eigen-decomposition
- Singular Value Decomposition (SVD)
- Cholesky decomposition
Machine Learning Perspective #
Matrix decompositions help:
- Reduce dimensionality
- Improve numerical stability
- Extract structure from data