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The early History of the Singular Value Decomposition (1993) [pdf]

math.ucdavis.edu

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Re: The early History of the Singular Value Decomposition (1993) [pdf]

#61

Earlier quoted context omitted.

That's all well and good, but you also shouldn't excuse authors for not providing context, motivation, or explanation under the theory that the students should really be figuring out the whole subject from scratch for themselves. If you are really lucky the result of not explaining things might be an occasional exceptional student who works out a correct personal concept. But more commonly the result is just an unfil…

I agree completely. Sure, students could fill all the gaps themselves. But why not just fill the gaps and make good exercises?

They do. You get some in the prose, and then more in the exercises.

Learn ____ the hard way.

Re: The early History of the Singular Value Decomposition (1993) [pdf]

#62
post #48

Earlier quoted context omitted.

From the preface “You cannot read mathematics the way you read a novel. If you zip through a page in less than an hour, you are probably going too fast. When you encounter the phrase “as you should verify”, you should indeed do the verification, which will usually require some writing on your part. When steps are left out, you need to supply the missing pieces. You should ponder and internalize each definition. For e…

That's all well and good, but you also shouldn't excuse authors for not providing context, motivation, or explanation under the theory that the students should really be figuring out the whole subject from scratch for themselves. If you are really lucky the result of not explaining things might be an occasional exceptional student who works out a correct personal concept. But more commonly the result is just an unfil…

Here you sit, an undergraduate with a calculus book open before you, or a pre-thesis graduate student with one of those books whose first ten pages, at least, you would like to master, or a research mathematician (established or would-be) with an article fresh off the press—what do you do now? How do you study, how do you penetrate the darkness, how do you learn something?

All I can tell you for sure is what I do, but I do suspect that the same sort of thing works for everyone. It's been said before and often, but it cannot be overemphasized: study actively. Don't just read it; fight it! Ask your own questions, look for your own examples, discover your own proofs. Is the hypothesis necessary? Is the converse true? What happens in the classical special case? What about the degenerate cases? Where does the proof use the hypothesis?

— Paul Halmos, “I Want to Be a Mathematician”, Study.

Some books simply built around this protocol, some are making it “easier” so they’re more popular and sell more.

Re: The early History of the Singular Value Decomposition (1993) [pdf]

#63
post #31

Can anyone suggest a starting point to be able to read mathematics papers like this and understand them?

I recommend asking an LLM to generate an interactive webpage to visualize, teach, and quiz you on the concepts. Or just chat with it directly.

Re: The early History of the Singular Value Decomposition (1993) [pdf]

#64

Some fun stuff about SVDs: If you want to take a low rank approximation to a matrix D, let's call our approximation D'. The approximation that minimizes mean square error of the reconstructed matrix vs. the original (i.e. ||D - D'||_F, the Frobenius norm of their differences) happens to be the truncated SVD, by the Eckart–Young–Mirsky theorem [0]. I'm not claiming it's a practical way to do so, but this means that if…

I've recently passed my deep and generative learning exam and in fact before you said vae something was resonating with me, although in our course it wasn't made explicit we were approximating an svd. Staying in the field of autoencoder, it blows my mind how you can pass from denoising autoencoder (computer science) to scores and eventually matching flows (physics) quite seamlessly

To me, it's less that an autoencoder approximates an SVD, and more than an SVD is the OG autoencoder.

Re: The early History of the Singular Value Decomposition (1993) [pdf]

#65

For the curious, eigenvalues only exist for square matrices. Singular values are like generalized eigenvalues. Singular values are like the fundamental frequencies of your matrix. You know how you can define any color with RGB? In a (pretty handwavy) way, singular values are like RGB color codes for us math guys. Optimizers like Muon and Adam play around with weights' first, or second order singular values to train m…

Just going to sound really pedantic here, but RGB does not capture the entire colour space. In fact, it only captures about 35% of the colours the human eye can perceive. https://www.oceanopticsbook.info/view/photometry-and-visibil...

The eyes receptors are RGB too and they definitely capture all visible colors by definition (to be pedantic, yes there's also the rods for night vision, and the 'R' is more like yellow)

Re: The early History of the Singular Value Decomposition (1993) [pdf]

#66

Earlier quoted context omitted.

Just going to sound really pedantic here, but RGB does not capture the entire colour space. In fact, it only captures about 35% of the colours the human eye can perceive. https://www.oceanopticsbook.info/view/photometry-and-visibil...

The eyes receptors are RGB too and they definitely capture all visible colors by definition (to be pedantic, yes there's also the rods for night vision, and the 'R' is more like yellow)

Tetrachromacy !?

Re: The early History of the Singular Value Decomposition (1993) [pdf]

#67
post #6

Earlier quoted context omitted.

You seem to be conflating "RGB" with one particular RGB color space: sRGB. That's a common enough conflation to make, but not appropriate when you're trying to be pedantic.

Doesn't matter: there's no RGB model that captures the colour space. That exactly the reason CIE exists.

You can specify any colour if you can use values below 0 and above 100%.

Re: The early History of the Singular Value Decomposition (1993) [pdf]

#68

Some fun stuff about SVDs: If you want to take a low rank approximation to a matrix D, let's call our approximation D'. The approximation that minimizes mean square error of the reconstructed matrix vs. the original (i.e. ||D - D'||_F, the Frobenius norm of their differences) happens to be the truncated SVD, by the Eckart–Young–Mirsky theorem [0]. I'm not claiming it's a practical way to do so, but this means that if…

I made a demo of the SVD part. https://jmalicki.github.io/svd-grad/ The devil was in the details, and that escalated quickly from a simple idea to actually getting it to work sucked me into a ton of random deep corners.

Omg armijo, I don't want to see computational mathematics anymore lol

Re: The early History of the Singular Value Decomposition (1993) [pdf]

#69
post #61

Earlier quoted context omitted.

I agree completely. Sure, students could fill all the gaps themselves. But why not just fill the gaps and make good exercises?

They do. You get some in the prose, and then more in the exercises. Learn ____ the hard way.

Or the book could fill in more details with a rich exposition and supplement with high quality exercises.

Re: The early History of the Singular Value Decomposition (1993) [pdf]

#70
post #43

BTW, if you wonder about the dedication ("For Gene Golub on his 15th birthday"): Gene Golub was a numerical analyst, and father of the practical singular value decomposition (his license plate read "Prof SVD"), together with William Kahan (the father of IEEE 754 floating point numbers). And his birthday was February 29. (In other words, the article was on the occasion of Gene's 60th birthday). https://en.wikipedia.or…

Just to add: Credit is also due to Prof Christian Reinsch from Technical University of Munich (in addition to Golub and Kahan) for the invention of the practical algorithm for computing the SVD still in use today.

https://blogs.mathworks.com/cleve/2022/10/23/christian-reins...

https://people.inf.ethz.ch/gander/talks/Vortrag2022.pdf

https://www.mathworks.com/company/technical-articles/profess...

https://en.wikipedia.org/wiki/Christian_Reinsch

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