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17-Rapidly Decreasing Singular Values.srt
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17-Rapidly Decreasing Singular Values.srt
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让我用麦克风介绍Alex
so let me use the mic to introduce Alex
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00:00:27,580 --> 00:00:31,175
在麻省理工学院任教的汤森教授
Townsend who taught here at MIT taught
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00:00:31,180 --> 00:00:34,775
线性代数1806非常成功
linear algebra 1806 very successfully
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00:00:34,780 --> 00:00:38,255
现在他在康奈尔大学就读了
and now he's at Cornell on the faculty
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00:00:38,260 --> 00:00:40,955
仍然非常成功地教学
still teaching very successfully and
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00:00:40,960 --> 00:00:43,895
他昨天被邀请来这里
he's he was invited here yesterday for a
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00:00:43,900 --> 00:00:50,554
在工程和和他的大事件
big event over in engineering and and he
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00:00:50,559 --> 00:00:54,304
同意谈谈一部分
agreed to give a talk about a section of
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如果你看的话,本书第4.33节
the book section 4.33 which if you look
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00:00:58,210 --> 00:01:00,095
在它,你会看到他的工作
at it you'll see is all about his work
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00:01:00,100 --> 00:01:03,785
现在你可以听到创作者的消息
and now you get to hear from the creator
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00:01:03,790 --> 00:01:12,724
自己还好,谢谢谢谢谢谢
himself okay okay thanks thank you thank
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00:01:12,729 --> 00:01:15,035
你在这里邀请我,我希望你是
you for inviting me here I hope you're
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00:01:15,040 --> 00:01:17,645
今天享受这个课程我想说
enjoying the course today I want to tell
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你有一点为什么会有这么多
you a little about why there are so many
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00:01:20,619 --> 00:01:23,135
排名较低的矩阵
matrices that are low ranked in the
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00:01:23,140 --> 00:01:23,585
世界
world
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如计算数学家盖尔
so as computational mathematicians Gail
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而我自己也遇到了低级别
and myself we come across low rank
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矩阵一直在我们开始
matrices all the time and we started
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想知道为什么是社区
wondering as a community why why is what
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是关于矩阵,所述
is it about the matrices that the
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我们正在研究什么问题
problems that we're looking at what
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使得低等级矩阵出现在今天
makes low rank matrices appear and today
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00:01:44,800 --> 00:01:46,595
我想给你这个故事或者
I want to kind of give you that story or
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至少概述了这个故事
at least an overview of that story so
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对于这个类,X将进一步发展
further for this class X is going to be
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n由n真实矩阵组成,非常方便
n by n real matrix so nice and square
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你已经知道或非常舒服
and you already know or very comfortable
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00:02:01,900 --> 00:02:05,615
与矩阵的奇异值,使
with the singular values of a matrix so
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00:02:05,620 --> 00:02:08,764
矩阵的奇异值就像你一样
the singular values of a matrix as you
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00:02:08,769 --> 00:02:14,154
知道是一系列数字
know are a sequence of numbers that are
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单调不增加告诉
monotonically non-increasing that tell
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00:02:19,540 --> 00:02:21,575
我们关于矩阵的各种事情
us all kinds of things about the matrix
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00:02:21,580 --> 00:02:28,505
X例如非零数
X for example the number of nonzero
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00:02:28,510 --> 00:02:32,225
奇异值告诉我们的等级
singular values tell us the rank of the
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00:02:32,230 --> 00:02:35,585
矩阵X和他们你也可能知道
matrix X and they also you probably know
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00:02:35,590 --> 00:02:38,344
告诉我们矩阵X的表现如何
tell us how well a matrix X can be
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00:02:38,349 --> 00:02:43,715
由低秩矩阵近似所以让
approximated by a low rank matrix so let
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00:02:43,720 --> 00:02:45,335
我只是写下你的两个事实
me just write two facts down that you
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00:02:45,340 --> 00:02:48,124
已经熟悉了,所以这里是一个
already are familiar with so here's a
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00:02:48,129 --> 00:02:53,555
事实上,如果我看一下数量
fact that if I look at the number of
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00:02:53,560 --> 00:02:58,234
X中的非零奇异值,所以我是
nonzero singular values in X so I'm
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00:02:58,239 --> 00:03:00,695
想象那将是K非零
imagining there's going to be K nonzero
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00:03:00,700 --> 00:03:07,745
奇异的价值然后我们可以说几个
singular values then we can say a few
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00:03:07,750 --> 00:03:11,855
关于X的事情,例如X的等级
things about X for example X the rank of
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我们知道的X是非零数
X as we know is K the number of nonzero
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奇异值,但我们也知道,从
singular values but we also know from
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00:03:22,000 --> 00:03:26,135
我们可以将X分解为的SVD
the SVD that we can decompose X into a
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一级矩阵的总和实际上是一个总和
sum of rank one matrices in fact a sum
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00:03:30,400 --> 00:03:36,725
他们的K因为X是等级K我们
of K of them so because X is rank K we
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00:03:36,730 --> 00:03:40,115
可以写下低级别的表示
can write down a low rank representation
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00:03:40,120 --> 00:03:46,764
对于X,它涉及K这样的术语
for X and it involves K terms like this
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00:03:46,769 --> 00:03:50,734
这里的每一个向量都是一个
each one of these vectors here is a
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00:03:50,739 --> 00:03:53,074
列向量所以如果我画这个
column vector so if I draw this
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00:03:53,079 --> 00:03:57,935
这个家伙看起来像这样
pictorially this guy looks like this
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00:03:57,940 --> 00:04:02,555
对,我们有K,所以因为X是
right we have K of them so because X is
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00:04:02,560 --> 00:04:06,125
等级好我们可以写X作为K的总和
rank okay we can write X as a sum of K
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00:04:06,130 --> 00:04:09,245
排名一个矩阵,我们也有
rank one matrices and we also have
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00:04:09,250 --> 00:04:11,555
我们已经知道的最初事实
initial fact that we already know that
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00:04:11,560 --> 00:04:15,935
X列空间的维数
the dimension of the column space of X
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00:04:15,940 --> 00:04:19,085
等于K,与行相同
is equal to K and the same with the row
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00:04:19,090 --> 00:04:19,854
空间
space
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00:04:19,859 --> 00:04:26,134
所以X的Col空间等于行
so the Col space of X equals the row
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00:04:26,139 --> 00:04:32,615
的X尺寸和空间,他们
space of X the dimension and that they
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00:04:32,620 --> 00:04:35,945
所有等于K好,所以有三个
all equal K okay so there are three
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00:04:35,950 --> 00:04:38,405
我们可以通过观察确定的事实
facts we can determine from looking at
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00:04:38,410 --> 00:04:41,855
这个奇异值的序列
this sequence of singular values of a
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00:04:41,860 --> 00:04:45,154
矩阵X当然是奇异值
matrix X of course the singular value
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00:04:45,159 --> 00:04:47,185
序列是独一无二的
sequence is unique
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00:04:47,190 --> 00:04:49,585
X定义了关于它的单数
X defines that singular about this its
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00:04:49,590 --> 00:04:54,534
拥有奇异的价值好吧我们是什么
own singular values okay what we're
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00:04:54,539 --> 00:04:58,615
对此感兴趣的是什么使X成为什么
interested in here is what makes X what
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00:04:58,620 --> 00:05:00,955
是X的属性,确保
are the properties of X that make sure
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00:05:00,960 --> 00:05:03,055
奇异值有很多
that the singular values have a lot of
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00:05:03,060 --> 00:05:07,525
我们可以尝试按顺序排列零
zeros in that sequence can we try to
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00:05:07,530 --> 00:05:09,474
了解X是什么样的
understand what kind of X makes that
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00:05:09,479 --> 00:05:15,235
发生了,我们真的很喜欢矩阵
happen and we really like matrices that
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00:05:15,240 --> 00:05:17,004
这里有很多零
have a lot of zeros here for the
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00:05:17,009 --> 00:05:22,944
如果X是我们说X,请按照阅读原因
following read reason if X is we say X
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00:05:22,949 --> 00:05:29,625
如果以下情况正确,则排名较低
is low rank if the following holds right
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00:05:29,630 --> 00:05:32,575
因为我们想把X送到我们家
because we if we wanted to send X to our
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00:05:32,580 --> 00:05:34,735
朋友,我们想象X是一张照片
friend we're imagining X is a picture
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00:05:34,740 --> 00:05:38,664
其中每个条目就是一个像素
where each entry is a pixel of that
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00:05:38,669 --> 00:05:42,594
如果该图像矩阵低的图像
image if that matrix that image was low
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00:05:42,599 --> 00:05:45,715
排名我们可以将图片发送给我们
rank we could send the picture to our
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00:05:45,720 --> 00:05:50,025
朋友有两种方式我们可以送一个
friend in two ways we could send one
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00:05:50,030 --> 00:05:54,325
X的每一个条目和我们要做的
every single entry of X and for us to do
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00:05:54,330 --> 00:05:56,565
我们将不得不派ñ平方
that we would have to send N squared
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00:05:56,570 --> 00:05:59,004
的信息,因为我们不得不
pieces of information because we'd have
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发送每个条目但是如果是
to send every entry but if X is
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00:06:01,710 --> 00:06:04,194
我们也可以发送足够低的排名
sufficiently low rank we could also send
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00:06:04,199 --> 00:06:09,865
他们是我们的朋友你的矢量u1V1u
them our friend the vectors u u 1 V 1 u
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00:06:09,870 --> 00:06:10,944
K到VK
K up to VK
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00:06:10,949 --> 00:06:14,875
以及有多少数据
and how many how much pieces of data
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00:06:14,880 --> 00:06:17,004
我们要送朋友去吗?
would we have to send our friend to get
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00:06:17,009 --> 00:06:19,464
如果我们发送低级别的话,X给他们
X to them if we sent in the low rank
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00:06:19,469 --> 00:06:25,464
形成良好这里这里有这个到n
form well here there's to this to n here
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00:06:25,469 --> 00:06:28,645
也和这里的数字这个ķ因此其中的
too and here numbers this K of them so
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00:06:28,650 --> 00:06:34,164
我们必须发送给K数字和我们
we'd have to send to K n numbers and we
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00:06:34,169 --> 00:06:38,325
严格说矩阵秩低中频
strictly say a matrix is low rank if
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00:06:38,330 --> 00:06:41,094
将X发送给我们的效率更高
it's more efficient to send X to our
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00:06:41,099 --> 00:06:43,765
低级别的朋友比完整的朋友
friend in low rank form than in full
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00:06:43,770 --> 00:06:48,175
排名形式好,所以这当然是一个
rank form okay so this of course by a
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00:06:48,180 --> 00:06:52,064
很少的计算只是告诉我们
little calculation just shows us that
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00:06:52,069 --> 00:06:54,625
如果等级不到一半
provided the rank is less than half the
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00:06:54,630 --> 00:06:57,714
我们称之为矩阵的大小
size of the matrix we are calling the
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00:06:57,719 --> 00:06:58,785
矩阵
matrix
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00:06:58,790 --> 00:07:05,505
我们现在经常在实践中排名
ranked now often in practice we demand
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00:07:05,510 --> 00:07:13,325
我们要求K更小
more we demand that K is much smaller
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00:07:13,330 --> 00:07:16,155
比这个数字还要多得多
than this number so that it's far more
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00:07:16,160 --> 00:07:19,485
高效地发送我们的朋友矩阵
efficient to send our friend the matrix
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00:07:19,490 --> 00:07:22,185
X等级低于外国形式
X in low rank form than in foreign form
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00:07:22,190 --> 00:07:25,605
好吧所以Kuo筒子架使用了这个词
okay so the Kuo creel use of the word
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00:07:25,610 --> 00:07:28,965
低等级就是这种情况
low rank is it's kind of this situation
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00:07:28,970 --> 00:07:32,255
但这是对它的严格定义
but this is the strict definition of it
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00:07:32,260 --> 00:07:37,995
好吧那么低等级矩阵看起来怎么样
okay so what do low rank matrices look
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00:07:38,000 --> 00:07:42,045
喜欢和做那我有一些照片
like and to do that I have some pictures
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00:07:42,050 --> 00:07:45,315
为了你我世界上有一些旗帜
for you I have some flags the world
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00:07:45,320 --> 00:07:50,505
标志所以这些都是矩阵X
flags so these are all matrices X these
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00:07:50,510 --> 00:07:52,395
例子,因为他们是旗帜碰巧
examples because they're Flags happen to
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00:07:52,400 --> 00:07:55,545
不是正方形我希望你们都能看到
not be square I hope you can all see
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00:07:55,550 --> 00:08:00,135
这是最重要的一点
this but what the top row here are all
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00:08:00,140 --> 00:08:03,515
矩阵有极低排名
matrices there are extremely low rank
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00:08:03,520 --> 00:08:06,975
例如奥地利国旗,如果你想
for example the Austria flag if you want
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00:08:06,980 --> 00:08:09,255
把它发送给你的朋友那个矩阵
to send that to your friend that matrix
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00:08:09,260 --> 00:08:12,195
排名第1,所以你所要做的就是
is of Rank 1 so all you have to do is
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00:08:12,200 --> 00:08:15,075
向你的朋友发送你需要的两个向量
send your friend two vectors you have to
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00:08:15,080 --> 00:08:16,785
告诉你的朋友列空间和
tell your friend the column space and
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00:08:16,790 --> 00:08:19,215
该行的空间,这里只有
the row space and there's only the
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00:08:19,220 --> 00:08:21,645
尺寸是两者之一
dimensions are one of both for the
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00:08:21,650 --> 00:08:23,925
英国国旗你需要发两个
English flag you need to send them two
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00:08:23,930 --> 00:08:28,965
列向量和两个行向量u1V.
column vectors and two row vectors u 1 V
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00:08:28,970 --> 00:08:33,525
1u2和V2,当我们走下这一排
1 u 2 and V 2 and as we go down this row
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00:08:33,530 --> 00:08:36,285
他们慢慢充实,充满了等级
they get slowly full and full of rank so
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00:08:36,290 --> 00:08:39,525
例如日本国旗很低
the Japanese flag for example is low
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00:08:39,530 --> 00:08:43,155
排名但不是我们不是那么小
rank but not us not that small the
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00:08:43,160 --> 00:08:45,045
苏格兰国旗基本上是满级
Scottish flag is essentially full rank
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00:08:45,050 --> 00:08:48,465
所以发送你的效率非常低效
so it's very inefficient to send your
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00:08:48,470 --> 00:08:50,895
朋友是低级别的苏格兰国旗
friend the Scottish flag in low rank
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00:08:50,900 --> 00:08:52,605
形成你最好几乎发送
form you're better off sending almost
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00:08:52,610 --> 00:08:57,225
每一个条目所以低排名
every single entry so what do low rank
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00:08:57,230 --> 00:09:10,455
矩阵看起来像
matrices look like
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00:09:10,460 --> 00:09:14,995
好吧,如果矩阵是非常低的等级
well if the matrix is extremely low rank
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00:09:15,000 --> 00:09:17,695
比如排名第一,那么当你看到那个
like rank one then when you look at that
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00:09:17,700 --> 00:09:20,125
这里的矩阵像旗帜一样
matrix like here like the flag it's a
147
00:09:20,130 --> 00:09:24,625
与坐标高度一致
highly aligned with the the coordinates
148
00:09:24,630 --> 00:09:28,375
行和列所以如果是的话
with the rows and columns so if it's
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00:09:28,380 --> 00:09:32,745
排名第一,矩阵高度一致
rank one the matrix is highly aligned
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00:09:32,750 --> 00:09:41,845
像奥地利国旗,当然还有
like the Austria flag and of course as
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00:09:41,850 --> 00:09:43,885
我们在这里添加越来越多的排名了
we adding more and more rank here the
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00:09:43,890 --> 00:09:46,825
例如,情况有点模糊
situation gets a bit blurry for example
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00:09:46,830 --> 00:09:48,595
一旦我们进入中等级别
once we get into the medium rank
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00:09:48,600 --> 00:09:51,175
这是一个圆圈的情况
situation which is a circle it's very
155
00:09:51,180 --> 00:09:53,035
很难看出圆圈实际上是
hard to see that the circle is actually
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00:09:53,040 --> 00:09:57,745
事实上低级别,但我想做什么
a fact low rank but what I wanted to do
157
00:09:57,750 --> 00:09:59,875
试着理解为什么苏格兰人
was try to understand why the Scottish
158
00:09:59,880 --> 00:10:02,035
弗兰克苏格兰国旗或对角线
Frank the Scottish flag or diagonal
159
00:10:02,040 --> 00:10:05,935
模式尤其是一个坏榜样
patterns are particularly a bad example
160
00:10:05,940 --> 00:10:08,905
为了低排名所以我打算拿下
for low rank so I'm going to take the
161
00:10:08,910 --> 00:10:13,405
三角旗检查更多
triangular flag to examine that more
162
00:10:13,410 --> 00:10:18,565
仔细所以三角旗吧
carefully so the triangular flag it
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00:10:18,570 --> 00:10:21,085
貌似我拿一个方阵和
looks like I take a square matrix and
164
00:10:21,090 --> 00:10:27,085
我们在下半部分的颜色还可以
our color in the bottom half okay so
165
00:10:27,090 --> 00:10:29,755
这个矩阵是in的矩阵
this matrix is the matrix of ones in
166
00:10:29,760 --> 00:10:38,295
在对角线下面
below the diagonal
167
00:10:38,300 --> 00:10:40,725
而且我对这个矩阵感兴趣
and I'm interested in this matrix and in
168
00:10:40,730 --> 00:10:42,825
尤其是它的奇异值尝试
particular its singular values to try to
169
00:10:42,830 --> 00:10:46,245
理解为什么对角线模式不是
understand why diagonal patterns are not
170
00:10:46,250 --> 00:10:49,595
特别适用于低等级
particularly useful for low rank
171
00:10:49,600 --> 00:10:55,305
压缩和这个矩阵
compression and this this matrix of all
172
00:10:55,310 --> 00:10:57,405
有一个非常好的财产,如果
ones has a really nice property that if
173
00:10:57,410 --> 00:11:00,945
我把它反过来看起来很像
I take its inverse it looks a lot like
174
00:11:00,950 --> 00:11:03,885
接近鳃最喜欢的矩阵
getting close to gills favorite matrix
175
00:11:03,890 --> 00:11:07,665
所以如果我采用这个矩阵的逆
so if I take the inverse of this matrix
176
00:11:07,670 --> 00:11:10,455
它有一个逆,因为它有一个
it has an inverse because it's got ones
177
00:11:10,460 --> 00:11:17,925
在对角线上然后它的反转是
on the diagonal then its inverse is the
178
00:11:17,930 --> 00:11:22,425
以下人们熟悉的矩阵
following matrix which people familiar
179
00:11:22,430 --> 00:11:24,345
有限差分格式将
with finite difference schemes will
180
00:11:24,350 --> 00:11:27,315
注意到它和之间的熟悉程度
notice the familiarity between that and
181
00:11:27,320 --> 00:11:30,095
一阶有限差分
the first order finite difference
182
00:11:30,100 --> 00:11:34,005
逼近特别是如果我走了
approximation in particular if I go a
183
00:11:34,010 --> 00:11:35,865
在其中两个中进一步发展
bit further in times two of these
184
00:11:35,870 --> 00:11:41,555
一起做这个然后就是这样
together and do this then this is
185
00:11:41,560 --> 00:11:44,735
基本上是吉尔最喜欢的矩阵
essentially Gil's favourite matrix
186
00:11:44,740 --> 00:11:51,665
除了一个条目恰好是不同的
except one entry happens to be different
187
00:11:51,670 --> 00:11:55,455
最终成为这个矩阵好吧
ends up being this matrix okay which is
188
00:11:55,460 --> 00:11:58,325
非常接近二阶中央
very close to the second order central
189
00:11:58,330 --> 00:12:01,965
有限差分矩阵和人有
finite difference matrix and people have
190
00:12:01,970 --> 00:12:04,545
非常好地研究了矩阵和公正
very well studied that matrix and just
191
00:12:04,550 --> 00:12:06,945
知道这是我的增益值的奇异
know it's I gain values its singular
192
00:12:06,950 --> 00:12:08,955
价值观,他们知道这一切
values they know everything about that
193
00:12:08,960 --> 00:12:11,925
矩阵,你会记得,如果我们
matrix and you'll remember that if we
194
00:12:11,930 --> 00:12:16,365
知道像x这样的矩阵的特征值
know the eigenvalues of a matrix like x
195
00:12:16,370 --> 00:12:19,845
转置x我们知道奇异值
transpose x we know the singular values
196
00:12:19,850 --> 00:12:25,545
因此,这允许我们通过显示
of x so this allows us to show by the
197
00:12:25,550 --> 00:12:28,065
事实上,我们知道这是奇异的
fact that we know that that the singular
198
00:12:28,070 --> 00:12:33,105
这个矩阵的值都不是很
values of this matrix are not very
199
00:12:33,110 --> 00:12:35,595
适合低级别他们都非零
amenable to low rank they're all nonzero
200
00:12:35,600 --> 00:12:41,325
他们甚至没有腐烂所以我得到了
and they don't even decay so I'm getting