Understanding Singular Vector Decomposition
Singular Value Decomposition or SVD as its fondly called is one of the most popular method for dimensionality reduction. It has various applications ranging from Image compression, Recommender Engines, solving matrix equations, etc. Here, I will try to make you understand the intuition behind SVD and then will try to build a real world example in R. I have also written a similar script for python and link for the same can be found at the end of the article. I assume you have a basic understanding of Matrix algebra while reading this article. Though example would help you understand…