Singular value decomposition

Good advice for data preprocessing: https://twitter.com/karlrohe/status/1297741340340629504

• Principal component analysis
  • What is the intuitive relationship between SVD and PCA

Tutorials and books

• he SIngular Value Decomposition (SVD) song: It Had To Be U
• PCA, SVD
• SVD Visualized, Singular Value Decomposition explained | SEE Matrix , Chapter 3
• https://personal.math.vt.edu/embree/cmda3606/chapter6.pdf

Randomized SVD

• Fast Randomized SVD
  • https://terrytao.wordpress.com/2010/01/03/254a-notes-1-concentration-of-measure/
  • Halko2009finding