1. CS246 Linear Algebra Review

2. A Brief Review of Linear Algebra Vector and a list of numbers Addition Scalar multiplication Dot product Dot product as a projection Q: (1, 0) vs (0, 1). Are they the same vectors? A: Choice of basis determines the “meaning” of the numbers Matrix Matrix multiplication Four ways to look at matrix multiplication Matrix as vector transformation

3. Change of Coordinates (1) Two coordinate systems Q: What are the coordinates of (2,0) under the second coordinate system? Q: What about (1,1)?

4. Change of Coordinates (2) In general, we get the new coordinates of a vector under the new basis vectors by multiplying the original coordinates with the following matrix Verify with previous example Q: What does the above matrix look like? How can we identify a coordinate-change matrix?

5. Matrix and Change of Coordinates vectors are orthonormal to each other Orthonormal matrix: An orthonormal matrix can be interpreted as change- of-coordinate transformation The rows of the matrix Q are the new basis vectors

6. Linear Transformation Linear transformation Every linear transformation can be represented as a matrix By selecting appropriate basis vectors Matrix form of a linear transformation can be obtained simply by learning how the basis vectors transform Verify with 45 degree rotation. What transformations are possible for linear transformation?

7. Linear Transformation that We Know Rotation Stretching Anything else? Claim: Any linear transformation is a stretching followed by a rotation “Meaning” of singular value decomposition An important result of linear algebra Let us learn why this is the case

8. Rotation Matrix form of rotation? What property will it have? Remember Rotation matrix R Orthonormal matrix ’s are unit basis vectors as well Orthonormal matrix Change of coordinates Rotation

9. Stretching (1) Q: Matrix form of stretching by 3 along x, y, z axes in 3D? Q: Matrix form of stretching by 3 along x axis and by 2 along y axis in 3D. Q: Stretching matrix diagonal matrix?

10. Stretching (2) Q: Matrix form of stretching by 3 along and by 2 along ? Verify by transforming (1,1) and (-1, 1) Decomposition of T = Q T’ Q T shows the transformation in a different coordinate system Under the matrix form, the simplicity of the stretching transformation may not be obvious Q: What if we chose as the basis?

11. Stretching (3) Under a good choice of basis vectors, orthogonal- stretching transformation can always be represented as a diagonal matrix Q: How can we tell whether a matrix corresponds to an orthogonal-stretching transformation?

12. Stretching – Orthogonal Stretching (1) Remember that this is orthogonal-stretching along If a transformation is orthogonal stretching, we should always be able to represent it as QDQ T for some Q, where Q shows the stretching axes Q: What is the matrix form of the transformation that stretches by 5 along (4/5, 3/5) and by 4 along (-3/5, 4/5)?

13. Stretching – Orthogonal Stretching (2)  Q: Given a matrix, how do we know whether it is orthogonal-stretching?  A: When it can be decomposed to T = QDQ T  A: Spectral Theorem  Any symmetric matrix T can always be decomposed into T = QDQ T  Symmetric matrix orthogonal stretching  Q: How can we decompose T to QDQ T ?  A: If T stretches along X, then TX = X for some.  X: eigenvector of T  : eigenvalue of T  Solve the equation for and X

14. Eigen Values, Eigen Vectors and Orthogonal Stretching Eigenvector: stretching axis Eigenvalue: stretching factor All eigenvectors are orthogonal Orthogonal stretching Symmetric matrix (spectral theorem) Example Q: What transformation is this?

15. Singular Value Decomposition (SVD) Any linear transformation T can be decomposed to T = R S (R: rotation, S: orthogonal stretching) One of the basic results of linear algebra In matrix form, any matrix T can be decomposed to Diagonal entries in D: singular values Example Q: What transformation is this?

16. Singular Value Decomposition (2) Q: For (n x m) matrix T, what will be the dimension of the three matrices after SVD? Q: What is the meaning of non-square diagonal matrix? The diagonal matrix is also responsible for projection (or dimension padding).

17. Singular Values vs Eigenvalues Q: What is this transformation? A: Q 1 – eigenvectors of T T T D – square root of eigenvalues of T T T. Similarly, Q 2 – eigenvectors of TT T D – square root of eigenvalues of TT T. SVD can be done by computing eigenvalues and eigenvectors of T T T and TT T

18. SVD as Matrix Approximation Q: If we want to reduce the rank of T to 2, what will be a good choice? The best rank-k approximation of any matrix T is to keep the first-k entries of its SVD.

19. SVD Approximation Example: 1000 x 1000 matrix with (0…255) 62605857585755535554 61605857 55535554 61595857 56555455 59 5857 5655545655 58 575655 5655 5758 575655 56 55 5657585755545556 57585755545556 595857565556 575957 58 57 56 5857 56 5756 57 58 57565556

20. Image of original matrix 1000x1000

21. SVD. Rank 1 approximation

22. SVD. Rank 10 approximation

23. SVD. Rank 100 approximation

24. Original vs Rank 100 approximation Q: How many numbers do we keep for each?