158
Stochastic Matrices Rank 1 Matrix Approximations Change of Basis Linear algebra in your daily (digital) life Andrew Schultz Wellesley College March 6, 2012 Andrew Schultz Linear algebra in your daily (digital) life

Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

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Page 1: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Linear algebra in your daily (digital) life

Andrew Schultz

Wellesley College

March 6, 2012

Andrew Schultz Linear algebra in your daily (digital) life

Page 2: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Alternate title

a time-traveler’s guide tobecoming a billionaire

Largest lottery payout is less than $400 million

Google founders Brin and Page each worth about $17.5billion

Note: the value of this talk has significantly depreciated since 1990

Andrew Schultz Linear algebra in your daily (digital) life

Page 3: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Alternate title

a time-traveler’s guide tobecoming a billionaire

Largest lottery payout is less than $400 million

Google founders Brin and Page each worth about $17.5billion

Note: the value of this talk has significantly depreciated since 1990

Andrew Schultz Linear algebra in your daily (digital) life

Page 4: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Alternate title

a time-traveler’s guide tobecoming a billionaire

Largest lottery payout is less than $400 million

Google founders Brin and Page each worth about $17.5billion

Note: the value of this talk has significantly depreciated since 1990

Andrew Schultz Linear algebra in your daily (digital) life

Page 5: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Alternate title

a time-traveler’s guide tobecoming a billionaire

Largest lottery payout is less than $400 million

Google founders Brin and Page each worth about $17.5billion

Note: the value of this talk has significantly depreciated since 1990

Andrew Schultz Linear algebra in your daily (digital) life

Page 6: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Outline of the talk

Letting directed graphs vote

Google’s PageRank algorithm

Approximating matrices with rank 1 summands - (SVD)

Filtering noiseImage compression

Changing basis

Image compressionSound compression

Thanks to Brian White, Jerry Uhl, Bruce Carpenter, BillDavis, Dan Boyd, ...

Andrew Schultz Linear algebra in your daily (digital) life

Page 7: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Outline of the talk

Letting directed graphs vote

Google’s PageRank algorithm

Approximating matrices with rank 1 summands - (SVD)

Filtering noiseImage compression

Changing basis

Image compressionSound compression

Thanks to Brian White, Jerry Uhl, Bruce Carpenter, BillDavis, Dan Boyd, ...

Andrew Schultz Linear algebra in your daily (digital) life

Page 8: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Outline of the talk

Letting directed graphs vote

Google’s PageRank algorithm

Approximating matrices with rank 1 summands - (SVD)

Filtering noiseImage compression

Changing basis

Image compressionSound compression

Thanks to Brian White, Jerry Uhl, Bruce Carpenter, BillDavis, Dan Boyd, ...

Andrew Schultz Linear algebra in your daily (digital) life

Page 9: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Outline of the talk

Letting directed graphs vote

Google’s PageRank algorithm

Approximating matrices with rank 1 summands - (SVD)

Filtering noiseImage compression

Changing basis

Image compressionSound compression

Thanks to Brian White, Jerry Uhl, Bruce Carpenter, BillDavis, Dan Boyd, ...

Andrew Schultz Linear algebra in your daily (digital) life

Page 10: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Outline of the talk

Letting directed graphs vote

Google’s PageRank algorithm

Approximating matrices with rank 1 summands - (SVD)

Filtering noiseImage compression

Changing basis

Image compressionSound compression

Thanks to Brian White, Jerry Uhl, Bruce Carpenter, BillDavis, Dan Boyd, ...

Andrew Schultz Linear algebra in your daily (digital) life

Page 11: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Outline of the talk

Letting directed graphs vote

Google’s PageRank algorithm

Approximating matrices with rank 1 summands - (SVD)

Filtering noiseImage compression

Changing basis

Image compressionSound compression

Thanks to Brian White, Jerry Uhl, Bruce Carpenter, BillDavis, Dan Boyd, ...

Andrew Schultz Linear algebra in your daily (digital) life

Page 12: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Outline of the talk

Letting directed graphs vote

Google’s PageRank algorithm

Approximating matrices with rank 1 summands - (SVD)

Filtering noiseImage compression

Changing basis

Image compressionSound compression

Thanks to Brian White, Jerry Uhl, Bruce Carpenter, BillDavis, Dan Boyd, ...

Andrew Schultz Linear algebra in your daily (digital) life

Page 13: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The general constraints

Suppose that G is a directed graph

V is the vertex set for G

A ⊆ V × V is the set of arcs of G

Want to rank vertices (using R : V → R)

should depend only on structure of G

shouldn’t produce many ties

should be equitable

should be stable under “attack”

should be computable

1

''

2oo ((3

hh

4

@@

5

^^ II

Andrew Schultz Linear algebra in your daily (digital) life

Page 14: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The general constraints

Suppose that G is a directed graph

V is the vertex set for G

A ⊆ V × V is the set of arcs of G

Want to rank vertices (using R : V → R)

should depend only on structure of G

shouldn’t produce many ties

should be equitable

should be stable under “attack”

should be computable

1

''

2oo ((3

hh

4

@@

5

^^ II

Andrew Schultz Linear algebra in your daily (digital) life

Page 15: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The general constraints

Suppose that G is a directed graph

V is the vertex set for G

A ⊆ V × V is the set of arcs of G

Want to rank vertices (using R : V → R)

should depend only on structure of G

shouldn’t produce many ties

should be equitable

should be stable under “attack”

should be computable

1

''

2oo ((3

hh

4

@@

5

^^ II

Andrew Schultz Linear algebra in your daily (digital) life

Page 16: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The general constraints

Suppose that G is a directed graph

V is the vertex set for G

A ⊆ V × V is the set of arcs of G

Want to rank vertices (using R : V → R)

should depend only on structure of G

shouldn’t produce many ties

should be equitable

should be stable under “attack”

should be computable

1

''

2oo ((3

hh

4

@@

5

^^ II

Andrew Schultz Linear algebra in your daily (digital) life

Page 17: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The general constraints

Suppose that G is a directed graph

V is the vertex set for G

A ⊆ V × V is the set of arcs of G

Want to rank vertices (using R : V → R)

should depend only on structure of G

shouldn’t produce many ties

should be equitable

should be stable under “attack”

should be computable

1

''

2oo ((3

hh

4

@@

5

^^ II

Andrew Schultz Linear algebra in your daily (digital) life

Page 18: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The general constraints

Suppose that G is a directed graph

V is the vertex set for G

A ⊆ V × V is the set of arcs of G

Want to rank vertices (using R : V → R)

should depend only on structure of G

shouldn’t produce many ties

should be equitable

should be stable under “attack”

should be computable

1

''

2oo ((3

hh

4

@@

5

^^ II

Andrew Schultz Linear algebra in your daily (digital) life

Page 19: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The general constraints

Suppose that G is a directed graph

V is the vertex set for G

A ⊆ V × V is the set of arcs of G

Want to rank vertices (using R : V → R)

should depend only on structure of G

shouldn’t produce many ties

should be equitable

should be stable under “attack”

should be computable

1

''

2oo ((3

hh

4

@@

5

^^ II

Andrew Schultz Linear algebra in your daily (digital) life

Page 20: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The general constraints

Suppose that G is a directed graph

V is the vertex set for G

A ⊆ V × V is the set of arcs of G

Want to rank vertices (using R : V → R)

should depend only on structure of G

shouldn’t produce many ties

should be equitable

should be stable under “attack”

should be computable

1

''

2oo ((3

hh

4

@@

5

^^ II

Andrew Schultz Linear algebra in your daily (digital) life

Page 21: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The first approach

j // i is a vote for i from j

Form matrix L so that

Li ,j =

{1 , if j // i0 , else

Scheme 1: R(i)

=∑n

j=1 Li ,j

Page 3 wins (score 3), Pages 1,2,5tie for second (score 2), Page 4 loses

Andrew Schultz Linear algebra in your daily (digital) life

Page 22: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The first approach

j // i is a vote for i from j

Form matrix L so that

Li ,j =

{1 , if j // i0 , else

Scheme 1: R(i)

=∑n

j=1 Li ,j

Page 3 wins (score 3), Pages 1,2,5tie for second (score 2), Page 4 loses

1

''

2oo ((3

hh

4

@@

5

^^ II

0 1 1 0 00 0 1 0 10 1 0 1 10 0 0 0 01 0 1 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 23: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The first approach

j // i is a vote for i from j

Form matrix L so that

Li ,j =

{1 , if j // i0 , else

Scheme 1: R(i)

=∑n

j=1 Li ,j

Page 3 wins (score 3), Pages 1,2,5tie for second (score 2), Page 4 loses

1

''

2oo ((3

hh

4

@@

5

^^ II

0 1 1 0 00 0 1 0 10 1 0 1 10 0 0 0 01 0 1 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 24: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The first approach

j // i is a vote for i from j

Form matrix L so that

Li ,j =

{1 , if j // i0 , else

Scheme 1: R(i)

=∑n

j=1 Li ,j

Page 3 wins (score 3), Pages 1,2,5tie for second (score 2), Page 4 loses

1

''

2oo ((3

hh

4

@@

5

^^ II

0 1 1 0 00 0 1 0 10 1 0 1 10 0 0 0 01 0 1 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 25: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The first approach

j // i is a vote for i from j

Form matrix L so that

Li ,j =

{1 , if j // i0 , else

Scheme 1: R(i)

=∑n

j=1 Li ,j

Page 3 wins (score 3), Pages 1,2,5tie for second (score 2), Page 4 loses

1

''

2oo ((3

hh

4

@@

5

^^ II

0 1 1 0 00 0 1 0 10 1 0 1 10 0 0 0 01 0 1 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 26: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The first approach

j // i is a vote for i from j

Form matrix L so that

Li ,j =

{1 , if j // i0 , else

Scheme 1: R(i)

=∑n

j=1 Li ,j

Page 3 wins (score 3), Pages 1,2,5tie for second (score 2), Page 4 loses

1

''

2oo ((3

hh

4

@@

5

^^ II

0 1 1 0 00 0 1 0 10 1 0 1 10 0 0 0 01 0 1 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 27: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The first approach

j // i is a vote for i from j

Form matrix L so that

Li ,j =

{1 , if j // i0 , else

Scheme 1: R(i)

=∑n

j=1 Li ,j

Page 3 wins (score 3), Pages 1,2,5tie for second (score 2), Page 4 loses

1

''

2oo ((3

hh

4

@@

5

^^ II

0 1 1 0 00 0 1 0 10 1 0 1 10 0 0 0 01 0 1 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 28: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The first approach

j // i is a vote for i from j

Form matrix L so that

Li ,j =

{1 , if j // i0 , else

Scheme 1: R(i)

=∑n

j=1 Li ,j

Page 3 wins (score 3), Pages 1,2,5tie for second (score 2), Page 4 loses

1

''

2oo ((3

hh

4

@@

5

^^ II

0 1 1 0 00 0 1 0 10 1 0 1 10 0 0 0 01 0 1 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 29: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

The first approach

j // i is a vote for i from j

Form matrix L so that

Li ,j =

{1 , if j // i0 , else

Scheme 1: R(i)

=∑n

j=1 Li ,j

Page 3 wins (score 3), Pages 1,2,5tie for second (score 2), Page 4 loses

1

''

2oo ((3

hh

4

@@

5

^^ II

0 1 1 0 00 0 1 0 10 1 0 1 10 0 0 0 01 0 1 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 30: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Problems with first approach

Potential for lots of ties

Evil users can manipulateresults

Not equitable

Andrew Schultz Linear algebra in your daily (digital) life

Page 31: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Problems with first approach

Potential for lots of ties

Evil users can manipulateresults

Not equitable

0 1 1 0 00 0 1 0 10 1 0 1 10 0 0 0 01 0 1 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 32: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Problems with first approach

Potential for lots of ties

Evil users can manipulateresults

Not equitable

1

''

2oo ((3

hh

4

@@

5

^^ II

Andrew Schultz Linear algebra in your daily (digital) life

Page 33: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Problems with first approach

Potential for lots of ties

Evil users can manipulateresults

Not equitable

2′

2′′

��1

''

2oo ((3

hh

4

??

5

__ II

Andrew Schultz Linear algebra in your daily (digital) life

Page 34: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Problems with first approach

Potential for lots of ties

Evil users can manipulateresults

Not equitable

0 1 1 0 00 0 1 0 10 1 0 1 10 0 0 0 01 0 1 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 35: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Problems with first approach

Potential for lots of ties

Evil users can manipulateresults

Not equitable

0 1 1 0 00 0 1 0 10 1 0 1 10 0 0 0 01 0 1 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 36: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Updating our approach

Each page gets a total of 1 vote:

`(j) =∑i

Li ,j

Form matrix W so that

Wi ,j =

1

`(j), if j // i

0 , else

Scheme 2: R(i)

=∑n

j=1 Wi ,j

1

''

2oo ((3

hh

4

@@

5

^^ II

0 0.5 0.33 0 00 0 0.33 0 0.50 0.5 0 1 0.50 0 0 0 01 0 0.33 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 37: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Updating our approach

Each page gets a total of 1 vote:

`(j) =∑i

Li ,j

Form matrix W so that

Wi ,j =

1

`(j), if j // i

0 , else

Scheme 2: R(i)

=∑n

j=1 Wi ,j

1

''

2oo ((3

hh

4

@@

5

^^ II

0 0.5 0.33 0 00 0 0.33 0 0.50 0.5 0 1 0.50 0 0 0 01 0 0.33 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 38: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Updating our approach

Each page gets a total of 1 vote:

`(j) =∑i

Li ,j

Form matrix W so that

Wi ,j =

1

`(j), if j // i

0 , else

Scheme 2: R(i)

=∑n

j=1 Wi ,j

1

''

2oo ((3

hh

4

@@

5

^^ II

0 0.5 0.33 0 00 0 0.33 0 0.50 0.5 0 1 0.50 0 0 0 01 0 0.33 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 39: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Updating our approach

Each page gets a total of 1 vote:

`(j) =∑i

Li ,j

Form matrix W so that

Wi ,j =

1

`(j), if j // i

0 , else

Scheme 2: R(i)

=∑n

j=1 Wi ,j

1

''

2oo ((3

hh

4

@@

5

^^ II

0 0.5 0.33 0 00 0 0.33 0 0.50 0.5 0 1 0.50 0 0 0 01 0 0.33 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 40: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Updating our approach

Each page gets a total of 1 vote:

`(j) =∑i

Li ,j

Form matrix W so that

Wi ,j =

1

`(j), if j // i

0 , else

Scheme 2: R(i)

=∑n

j=1 Wi ,j

1

''

2oo ((3

hh

4

@@

5

^^ II

0 0.5 0.33 0 00 0 0.33 0 0.50 0.5 0 1 0.50 0 0 0 01 0 0.33 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 41: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Updating our approach

Each page gets a total of 1 vote:

`(j) =∑i

Li ,j

Form matrix W so that

Wi ,j =

1

`(j), if j // i

0 , else

Scheme 2: R(i)

=∑n

j=1 Wi ,j

1

''

2oo ((3

hh

4

@@

5

^^ II

0 0.5 0.33 0 00 0 0.33 0 0.50 0.5 0 1 0.50 0 0 0 01 0 0.33 0 0

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Updating our approach

Each page gets a total of 1 vote:

`(j) =∑i

Li ,j

Form matrix W so that

Wi ,j =

1

`(j), if j // i

0 , else

Scheme 2: R(i)

=∑n

j=1 Wi ,j

1

''

2oo ((3

hh

4

@@

5

^^ II

0 0.5 0.33 0 00 0 0.33 0 0.50 0.5 0 1 0.50 0 0 0 01 0 0.33 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 43: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Updating our approach

Each page gets a total of 1 vote:

`(j) =∑i

Li ,j

Form matrix W so that

Wi ,j =

1

`(j), if j // i

0 , else

Scheme 2: R(i)

=∑n

j=1 Wi ,j

1

''

2oo ((3

hh

4

@@

5

^^ II

0 0.5 0.33 0 00 0 0.33 0 0.50 0.5 0 1 0.50 0 0 0 01 0 0.33 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 44: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Problems with second approach

Evil users can really manipulateresults

Gives importance to links fromunimportant pages

Andrew Schultz Linear algebra in your daily (digital) life

Page 45: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Problems with second approach

Evil users can really manipulateresults

Gives importance to links fromunimportant pages

Andrew Schultz Linear algebra in your daily (digital) life

Page 46: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Problems with second approach

Evil users can really manipulateresults

Gives importance to links fromunimportant pages

1

''

2oo ((3

hh

4

@@

5

^^ II

0 0.5 0.33 0 00 0 0.33 0 0.50 0.5 0 1 0.50 0 0 0 01 0 0.33 0 0

Andrew Schultz Linear algebra in your daily (digital) life

Page 47: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Weighting votes

Importance of j // i should

depend on R( j ).

Want

R(i)

=∑

j R( j )Wi ,j

W

R( 1 )...

R( n )

=

R( 1 )...

R( n )

0 0.5 0.33 0 00 0 0.33 0 0.50 0.5 0 1 0.50 0 0 0 01 0 0.33 0 0

0.410.470.52

00.58

is 1-eigenvector

Andrew Schultz Linear algebra in your daily (digital) life

Page 48: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Weighting votes

Importance of j // i should

depend on R( j ). Want

R(i)

=∑

j R( j )Wi ,j

W

R( 1 )...

R( n )

=

R( 1 )...

R( n )

0 0.5 0.33 0 00 0 0.33 0 0.50 0.5 0 1 0.50 0 0 0 01 0 0.33 0 0

0.410.470.52

00.58

is 1-eigenvector

Andrew Schultz Linear algebra in your daily (digital) life

Page 49: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Weighting votes

Importance of j // i should

depend on R( j ). Want

R(i)

=∑

j R( j )Wi ,j

W

R( 1 )...

R( n )

=

R( 1 )...

R( n )

0 0.5 0.33 0 00 0 0.33 0 0.50 0.5 0 1 0.50 0 0 0 01 0 0.33 0 0

0.410.470.52

00.58

is 1-eigenvector

Andrew Schultz Linear algebra in your daily (digital) life

Page 50: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Weighting votes

Importance of j // i should

depend on R( j ). Want

R(i)

=∑

j R( j )Wi ,j

W

R( 1 )...

R( n )

=

R( 1 )...

R( n )

0 0.5 0.33 0 00 0 0.33 0 0.50 0.5 0 1 0.50 0 0 0 01 0 0.33 0 0

0.410.470.52

00.58

is 1-eigenvector

Andrew Schultz Linear algebra in your daily (digital) life

Page 51: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Some slight modifications

This system satisfies most of the properties that we’reinterested in.

One small problem: what if dim(E1) > 1?

Theorem

If an n × n matrix has positive entries and columns sum to 1,then dim(E1) = 1.

Let PR = dW + (1− d)

1n· · · 1

n...

. . ....

1n· · · 1

n

Andrew Schultz Linear algebra in your daily (digital) life

Page 52: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Some slight modifications

This system satisfies most of the properties that we’reinterested in.

One small problem: what if dim(E1) > 1?

Theorem

If an n × n matrix has positive entries and columns sum to 1,then dim(E1) = 1.

Let PR = dW + (1− d)

1n· · · 1

n...

. . ....

1n· · · 1

n

Andrew Schultz Linear algebra in your daily (digital) life

Page 53: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Some slight modifications

This system satisfies most of the properties that we’reinterested in.

One small problem: what if dim(E1) > 1?

Theorem

If an n × n matrix has positive entries and columns sum to 1,then dim(E1) = 1.

Let PR = dW + (1− d)

1n· · · 1

n...

. . ....

1n· · · 1

n

Andrew Schultz Linear algebra in your daily (digital) life

Page 54: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Some slight modifications

This system satisfies most of the properties that we’reinterested in.

One small problem: what if dim(E1) > 1?

Theorem

If an n × n matrix has positive entries and columns sum to 1,then dim(E1) = 1.

Let PR = dW + (1− d)

1n· · · 1

n...

. . ....

1n· · · 1

n

Andrew Schultz Linear algebra in your daily (digital) life

Page 55: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Computability

There are lots of webpages! How can we feasibly compute aneigenvector for 1013 × 1013 matrix?

Row reduction is a bad idea:

would take about (1013)3 = 1039 computations.

the fastest super computer runs about 2.5× 1015

computations per second.

this row reduction would take about 1017 years.

Current age of the universe is about 1010 years.If a supercomputer started at the dawn of the universe,then today it would be 0.0000001% done.

Andrew Schultz Linear algebra in your daily (digital) life

Page 56: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Computability

There are lots of webpages! How can we feasibly compute aneigenvector for 1013 × 1013 matrix?

Row reduction is a bad idea:

would take about (1013)3 = 1039 computations.

the fastest super computer runs about 2.5× 1015

computations per second.

this row reduction would take about 1017 years.

Current age of the universe is about 1010 years.If a supercomputer started at the dawn of the universe,then today it would be 0.0000001% done.

Andrew Schultz Linear algebra in your daily (digital) life

Page 57: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Computability

There are lots of webpages! How can we feasibly compute aneigenvector for 1013 × 1013 matrix?

Row reduction is a bad idea:

would take about (1013)3 = 1039 computations.

the fastest super computer runs about 2.5× 1015

computations per second.

this row reduction would take about 1017 years.

Current age of the universe is about 1010 years.If a supercomputer started at the dawn of the universe,then today it would be 0.0000001% done.

Andrew Schultz Linear algebra in your daily (digital) life

Page 58: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Computability

There are lots of webpages! How can we feasibly compute aneigenvector for 1013 × 1013 matrix?

Row reduction is a bad idea:

would take about (1013)3 = 1039 computations.

the fastest super computer runs about 2.5× 1015

computations per second.

this row reduction would take about 1017 years.

Current age of the universe is about 1010 years.If a supercomputer started at the dawn of the universe,then today it would be 0.0000001% done.

Andrew Schultz Linear algebra in your daily (digital) life

Page 59: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Computability

There are lots of webpages! How can we feasibly compute aneigenvector for 1013 × 1013 matrix?

Row reduction is a bad idea:

would take about (1013)3 = 1039 computations.

the fastest super computer runs about 2.5× 1015

computations per second.

this row reduction would take about 1017 years.

Current age of the universe is about 1010 years.

If a supercomputer started at the dawn of the universe,then today it would be 0.0000001% done.

Andrew Schultz Linear algebra in your daily (digital) life

Page 60: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Computability

There are lots of webpages! How can we feasibly compute aneigenvector for 1013 × 1013 matrix?

Row reduction is a bad idea:

would take about (1013)3 = 1039 computations.

the fastest super computer runs about 2.5× 1015

computations per second.

this row reduction would take about 1017 years.

Current age of the universe is about 1010 years.If a supercomputer started at the dawn of the universe,then today it would be 0.0000001% done.

Andrew Schultz Linear algebra in your daily (digital) life

Page 61: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Approximation is our friend

Suppose that we have an eigenbasis {−→v1 , · · · ,−−→v1013} for PR .

Then a random vector −→v can be expressed in the form

−→v = c1−→v1 + · · ·+ c1013

−−→v1013 .

ThenPRk−→v = c1λ

k1−→v1 + · · ·+ c1013λ

k1013−−→v1013 .

Fact: If an n × n matrix has positive entries and columnssum to 1, then 1 is the largest eigenvalue (in absolute value).

Hence limk→∞ PRk−→v is an eigenvalue with eigenvalue 1.

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Approximation is our friend

Suppose that we have an eigenbasis {−→v1 , · · · ,−−→v1013} for PR .Then a random vector −→v can be expressed in the form

−→v = c1−→v1 + · · ·+ c1013

−−→v1013 .

ThenPRk−→v = c1λ

k1−→v1 + · · ·+ c1013λ

k1013−−→v1013 .

Fact: If an n × n matrix has positive entries and columnssum to 1, then 1 is the largest eigenvalue (in absolute value).

Hence limk→∞ PRk−→v is an eigenvalue with eigenvalue 1.

Andrew Schultz Linear algebra in your daily (digital) life

Page 63: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Approximation is our friend

Suppose that we have an eigenbasis {−→v1 , · · · ,−−→v1013} for PR .Then a random vector −→v can be expressed in the form

−→v = c1−→v1 + · · ·+ c1013

−−→v1013 .

ThenPRk−→v = c1λ

k1−→v1 + · · ·+ c1013λ

k1013−−→v1013 .

Fact: If an n × n matrix has positive entries and columnssum to 1, then 1 is the largest eigenvalue (in absolute value).

Hence limk→∞ PRk−→v is an eigenvalue with eigenvalue 1.

Andrew Schultz Linear algebra in your daily (digital) life

Page 64: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Approximation is our friend

Suppose that we have an eigenbasis {−→v1 , · · · ,−−→v1013} for PR .Then a random vector −→v can be expressed in the form

−→v = c1−→v1 + · · ·+ c1013

−−→v1013 .

ThenPRk−→v = c1λ

k1−→v1 + · · ·+ c1013λ

k1013−−→v1013 .

Fact: If an n × n matrix has positive entries and columnssum to 1, then 1 is the largest eigenvalue (in absolute value).

Hence limk→∞ PRk−→v is an eigenvalue with eigenvalue 1.

Andrew Schultz Linear algebra in your daily (digital) life

Page 65: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Voting in Directed Graphs

Approximation is our friend

Suppose that we have an eigenbasis {−→v1 , · · · ,−−→v1013} for PR .Then a random vector −→v can be expressed in the form

−→v = c1−→v1 + · · ·+ c1013

−−→v1013 .

ThenPRk−→v = c1λ

k1−→v1 + · · ·+ c1013λ

k1013−−→v1013 .

Fact: If an n × n matrix has positive entries and columnssum to 1, then 1 is the largest eigenvalue (in absolute value).

Hence limk→∞ PRk−→v is an eigenvalue with eigenvalue 1.

Andrew Schultz Linear algebra in your daily (digital) life

Page 66: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Singular Value Decomposition

The Singular Value Decomposition

An often overlooked gem in linear algebra is

The Singular Value Decomposition

For any r × c matrix A with real entries, there exist

orthonormal bases {−→v 1, · · · ,−→v r} ⊆ Rr and{−→w 1, · · · ,−→w c} ⊆ Rc , and scalars σ1 ≥ · · · ≥ σ` ≥ 0 such that

A =

−→v 1 · · · −→v r

σ1

σ2. . .

−→w 1...−→w c

.

Andrew Schultz Linear algebra in your daily (digital) life

Page 67: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Singular Value Decomposition

The Singular Value Decomposition

An often overlooked gem in linear algebra is

The Singular Value Decomposition

For any r × c matrix A with real entries, there existorthonormal bases {−→v 1, · · · ,−→v r} ⊆ Rr and{−→w 1, · · · ,−→w c} ⊆ Rc

, and scalars σ1 ≥ · · · ≥ σ` ≥ 0 such that

A =

−→v 1 · · · −→v r

σ1

σ2. . .

−→w 1...−→w c

.

Andrew Schultz Linear algebra in your daily (digital) life

Page 68: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Singular Value Decomposition

The Singular Value Decomposition

An often overlooked gem in linear algebra is

The Singular Value Decomposition

For any r × c matrix A with real entries, there existorthonormal bases {−→v 1, · · · ,−→v r} ⊆ Rr and{−→w 1, · · · ,−→w c} ⊆ Rc , and scalars σ1 ≥ · · · ≥ σ` ≥ 0 such that

A =

−→v 1 · · · −→v r

σ1

σ2. . .

−→w 1...−→w c

.

Andrew Schultz Linear algebra in your daily (digital) life

Page 69: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Singular Value Decomposition

The Singular Value Decomposition

An often overlooked gem in linear algebra is

The Singular Value Decomposition

For any r × c matrix A with real entries, there existorthonormal bases {−→v 1, · · · ,−→v r} ⊆ Rr and{−→w 1, · · · ,−→w c} ⊆ Rc , and scalars σ1 ≥ · · · ≥ σ` ≥ 0 such that

A =

−→v 1 · · · −→v r

σ1

σ2. . .

−→w 1...−→w c

.

Andrew Schultz Linear algebra in your daily (digital) life

Page 70: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Singular Value Decomposition

What SVD captures

This decomposition encodes loads of info for A

rank(A) is number of non-zero σi ’s

Orthonormal bases for im(A), ker(A), im(AT ), ker(AT )

if A is square, | det(A)| =∏σi

simple expression for PsuedoInverse

Quick test for numerical stability of matrix

Andrew Schultz Linear algebra in your daily (digital) life

Page 71: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Singular Value Decomposition

What SVD captures

This decomposition encodes loads of info for A

rank(A) is number of non-zero σi ’s

Orthonormal bases for im(A), ker(A), im(AT ), ker(AT )

if A is square, | det(A)| =∏σi

simple expression for PsuedoInverse

Quick test for numerical stability of matrix

Andrew Schultz Linear algebra in your daily (digital) life

Page 72: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Singular Value Decomposition

What SVD captures

This decomposition encodes loads of info for A

rank(A) is number of non-zero σi ’s

Orthonormal bases for im(A), ker(A), im(AT ), ker(AT )

if A is square, | det(A)| =∏σi

simple expression for PsuedoInverse

Quick test for numerical stability of matrix

Andrew Schultz Linear algebra in your daily (digital) life

Page 73: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Singular Value Decomposition

What SVD captures

This decomposition encodes loads of info for A

rank(A) is number of non-zero σi ’s

Orthonormal bases for im(A), ker(A), im(AT ), ker(AT )

if A is square, | det(A)| =∏σi

simple expression for PsuedoInverse

Quick test for numerical stability of matrix

Andrew Schultz Linear algebra in your daily (digital) life

Page 74: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Singular Value Decomposition

What SVD captures

This decomposition encodes loads of info for A

rank(A) is number of non-zero σi ’s

Orthonormal bases for im(A), ker(A), im(AT ), ker(AT )

if A is square, | det(A)| =∏σi

simple expression for PsuedoInverse

Quick test for numerical stability of matrix

Andrew Schultz Linear algebra in your daily (digital) life

Page 75: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Singular Value Decomposition

What SVD captures

This decomposition encodes loads of info for A

rank(A) is number of non-zero σi ’s

Orthonormal bases for im(A), ker(A), im(AT ), ker(AT )

if A is square, | det(A)| =∏σi

simple expression for PsuedoInverse

Quick test for numerical stability of matrix

Andrew Schultz Linear algebra in your daily (digital) life

Page 76: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Singular Value Decomposition

SVD for approximating with rank 1 matrices

SVD also gives us a method for writing A as sum of rank 1matrices:

A =

rk(A)∑i=1

σi

−→v 1 · · · −→v r

E (i , i)

−→w 1

...−→w c

︸ ︷︷ ︸

Ai

.

Since σ1 ≥ · · · ≥ σ` ≥ 0, Ai+1 is “less significant” than Ai

If∑

i>s σi is “insignificant,” then we have A ≈s∑

i=1

Ai

Andrew Schultz Linear algebra in your daily (digital) life

Page 77: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Singular Value Decomposition

SVD for approximating with rank 1 matrices

SVD also gives us a method for writing A as sum of rank 1matrices:

A =

rk(A)∑i=1

σi

−→v 1 · · · −→v r

E (i , i)

−→w 1

...−→w c

︸ ︷︷ ︸

Ai

.

Since σ1 ≥ · · · ≥ σ` ≥ 0, Ai+1 is “less significant” than Ai

If∑

i>s σi is “insignificant,” then we have A ≈s∑

i=1

Ai

Andrew Schultz Linear algebra in your daily (digital) life

Page 78: Linear algebra in your daily (digital) lifepalmer.wellesley.edu/~aschultz/f14/math206/applications.pdf · Linear algebra in your daily (digital) life Andrew Schultz ... Letting directed

Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Singular Value Decomposition

SVD for approximating with rank 1 matrices

SVD also gives us a method for writing A as sum of rank 1matrices:

A =

rk(A)∑i=1

σi

−→v 1 · · · −→v r

E (i , i)

−→w 1

...−→w c

︸ ︷︷ ︸

Ai

.

Since σ1 ≥ · · · ≥ σ` ≥ 0, Ai+1 is “less significant” than Ai

If∑

i>s σi is “insignificant,” then we have A ≈s∑

i=1

Ai

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Singular Value Decomposition

SVD for approximating with rank 1 matrices

SVD also gives us a method for writing A as sum of rank 1matrices:

A =

rk(A)∑i=1

σi

−→v 1 · · · −→v r

E (i , i)

−→w 1

...−→w c

︸ ︷︷ ︸

Ai

.

Since σ1 ≥ · · · ≥ σ` ≥ 0, Ai+1 is “less significant” than Ai

If∑

i>s σi is “insignificant,” then we have A ≈s∑

i=1

Ai

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Application to noise filtering

Noise Filtering

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Matrix representations of images

You can think of animage as a matrix.

Each pixel containsa gray value

Gray values rangefrom 0 to 255

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Matrix representations of images

You can think of animage as a matrix.

Each pixel containsa gray value

Gray values rangefrom 0 to 255

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Matrix representations of images

You can think of animage as a matrix.

Each pixel containsa gray value

Gray values rangefrom 0 to 255

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Matrix representations of images

You can think of animage as a matrix.

Each pixel containsa gray value

Gray values rangefrom 0 to 255

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Keeping only “significant” terms

According to our theory, if there are s-many significantsingular values, then

M ≈s∑

i=1

Mi

σ1 ≈ 138, 000σ2 ≈ 17, 000σ50 ≈ 2, 200σ200 ≈ 900

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Keeping only “significant” terms

According to our theory, if there are s-many significantsingular values, then

M ≈s∑

i=1

Mi

σ1 ≈ 138, 000σ2 ≈ 17, 000σ50 ≈ 2, 200σ200 ≈ 900

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Some approximations

Let’s see what our truncated matrix “looks like”

s=1

Compression:0.18%

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Some approximations

Let’s see what our truncated matrix “looks like”

s=5

Compression:0.9%

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Some approximations

Let’s see what our truncated matrix “looks like”

s=10

Compression:1.8%

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Some approximations

Let’s see what our truncated matrix “looks like”

s=25

Compression:4.5%

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Some approximations

Let’s see what our truncated matrix “looks like”

s=100

Compression:18%

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Problems in this approach

This technique has some problems

ad hoc method for determining when we’re done

requires we keep track of singular values and basiselements (1 + r + c pieces of data for each singular value!)

Would be nice to find something more systematic

controlling quality of compressed image

doesn’t require us to keep track of a basis

takes advantage of properties of images

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Problems in this approach

This technique has some problems

ad hoc method for determining when we’re done

requires we keep track of singular values and basiselements (1 + r + c pieces of data for each singular value!)

Would be nice to find something more systematic

controlling quality of compressed image

doesn’t require us to keep track of a basis

takes advantage of properties of images

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Problems in this approach

This technique has some problems

ad hoc method for determining when we’re done

requires we keep track of singular values and basiselements (1 + r + c pieces of data for each singular value!)

Would be nice to find something more systematic

controlling quality of compressed image

doesn’t require us to keep track of a basis

takes advantage of properties of images

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Problems in this approach

This technique has some problems

ad hoc method for determining when we’re done

requires we keep track of singular values and basiselements (1 + r + c pieces of data for each singular value!)

Would be nice to find something more systematic

controlling quality of compressed image

doesn’t require us to keep track of a basis

takes advantage of properties of images

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Problems in this approach

This technique has some problems

ad hoc method for determining when we’re done

requires we keep track of singular values and basiselements (1 + r + c pieces of data for each singular value!)

Would be nice to find something more systematic

controlling quality of compressed image

doesn’t require us to keep track of a basis

takes advantage of properties of images

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Problems in this approach

This technique has some problems

ad hoc method for determining when we’re done

requires we keep track of singular values and basiselements (1 + r + c pieces of data for each singular value!)

Would be nice to find something more systematic

controlling quality of compressed image

doesn’t require us to keep track of a basis

takes advantage of properties of images

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

Image compression through SVD

Problems in this approach

This technique has some problems

ad hoc method for determining when we’re done

requires we keep track of singular values and basiselements (1 + r + c pieces of data for each singular value!)

Would be nice to find something more systematic

controlling quality of compressed image

doesn’t require us to keep track of a basis

takes advantage of properties of images

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

New coordinate systems

The “usual” way of thinking about a matrix

Typically we think of a matrix in terms of its entries.

A =∑i ,j

aijE (i , j)

where E (i , j) is the matrix with a 1 in the ith row, jth column.

Each E (i , j) solely responsible for its local behavior.

Deleting an aij completely wipes out pixel info.

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

New coordinate systems

The “usual” way of thinking about a matrix

Typically we think of a matrix in terms of its entries.

A =∑i ,j

aijE (i , j)

where E (i , j) is the matrix with a 1 in the ith row, jth column.

Each E (i , j) solely responsible for its local behavior.

Deleting an aij completely wipes out pixel info.

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

New coordinate systems

The “usual” way of thinking about a matrix

Typically we think of a matrix in terms of its entries.

A =∑i ,j

aijE (i , j)

where E (i , j) is the matrix with a 1 in the ith row, jth column.

Each E (i , j) solely responsible for its local behavior.

Deleting an aij completely wipes out pixel info.

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

New coordinate systems

Rewriting the matrix

What if we chose a different basis for n × n matrices?

A =∑i ,j

cijB(i , j)

Would be nice if

basis weren’t so “local”

deleting ci ,j has gradual (though global) effect

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

New coordinate systems

Rewriting the matrix

What if we chose a different basis for n × n matrices?

A =∑i ,j

cijB(i , j)

Would be nice if

basis weren’t so “local”

deleting ci ,j has gradual (though global) effect

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

New coordinate systems

Rewriting the matrix

What if we chose a different basis for n × n matrices?

A =∑i ,j

cijB(i , j)

Would be nice if

basis weren’t so “local”

deleting ci ,j has gradual (though global) effect

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

New coordinate systems

Rewriting the matrix

What if we chose a different basis for n × n matrices?

A =∑i ,j

cijB(i , j)

Would be nice if

basis weren’t so “local”

deleting ci ,j has gradual (though global) effect

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

New coordinate systems

A potential basis

We’ll choose an orthornomal basis of Rn from Fourier series

−→f i = αi

{cos

n

(2j + 1

2

)i

]}n−1

j=0

We’ll simply change basis to B = {−→f 0, · · · ,

−→f n−1}

B(i , j) =

−→f 0...

−→f n−1

E (i , j)

−→f 0 · · ·−→f n−1

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

New coordinate systems

A potential basis

We’ll choose an orthornomal basis of Rn from Fourier series

−→f i = αi

{cos

n

(2j + 1

2

)i

]}n−1

j=0

We’ll simply change basis to B = {−→f 0, · · · ,

−→f n−1}

B(i , j) =

−→f 0...

−→f n−1

E (i , j)

−→f 0 · · ·−→f n−1

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

New coordinate systems

A potential basis

We’ll choose an orthornomal basis of Rn from Fourier series

−→f i = αi

{cos

n

(2j + 1

2

)i

]}n−1

j=0

We’ll simply change basis to B = {−→f 0, · · · ,

−→f n−1}

B(i , j) =

−→f 0...

−→f n−1

E (i , j)

−→f 0 · · ·−→f n−1

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

New coordinate systems

Seeing the new basis (n = 8)

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

New coordinate systems

Computing the B-matrix

Compute coefficients ci ,j such that A =∑

i ,j ci ,jB(i , j) by

−→f 0...

−→f n−1

A

−→f 0 · · ·−→f n−1

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

New coordinate systems

Computing the B-matrix

Compute coefficients ci ,j such that A =∑

i ,j ci ,jB(i , j) by−→f 0...

−→f n−1

A

−→f 0 · · ·−→f n−1

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Why we chose this basis

This is a good basis because

Human eye only sees in “steps”; if distinguishable stepsize for B(i , j) is qi ,j , then∑

i ,j

ci ,jB(i , j) ≈∑i ,j

qi ,j

[ci ,jqi ,j

]B(i , j)

Images are “smooth” (small “high frequency”components)∑

i ,j

ci ,jB(i , j) ≈∑

small i ,j

qi ,j

[ci ,jqi ,j

]B(i , j)

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Why we chose this basis

This is a good basis because

Human eye only sees in “steps”; if distinguishable stepsize for B(i , j) is qi ,j , then∑

i ,j

ci ,jB(i , j) ≈∑i ,j

qi ,j

[ci ,jqi ,j

]B(i , j)

Images are “smooth” (small “high frequency”components)∑

i ,j

ci ,jB(i , j) ≈∑

small i ,j

qi ,j

[ci ,jqi ,j

]B(i , j)

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Why we chose this basis

This is a good basis because

Human eye only sees in “steps”; if distinguishable stepsize for B(i , j) is qi ,j , then∑

i ,j

ci ,jB(i , j) ≈∑i ,j

qi ,j

[ci ,jqi ,j

]B(i , j)

Images are “smooth” (small “high frequency”components)

∑i ,j

ci ,jB(i , j) ≈∑

small i ,j

qi ,j

[ci ,jqi ,j

]B(i , j)

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Why we chose this basis

This is a good basis because

Human eye only sees in “steps”; if distinguishable stepsize for B(i , j) is qi ,j , then∑

i ,j

ci ,jB(i , j) ≈∑i ,j

qi ,j

[ci ,jqi ,j

]B(i , j)

Images are “smooth” (small “high frequency”components)∑

i ,j

ci ,jB(i , j) ≈∑

small i ,j

qi ,j

[ci ,jqi ,j

]B(i , j)

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

How JPEG compression works

Here’s (roughly) how JPEG compression uses this idea:

Split image into 8× 8 blocks

Change coordinates for each 8× 8 submatrix

Quantize

Then decompression is

De-quantize

Change back to standard coordinates

Reassemble the 8× 8 blocks

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

How JPEG compression works

Here’s (roughly) how JPEG compression uses this idea:

Split image into 8× 8 blocks

Change coordinates for each 8× 8 submatrix

Quantize

Then decompression is

De-quantize

Change back to standard coordinates

Reassemble the 8× 8 blocks

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

How JPEG compression works

Here’s (roughly) how JPEG compression uses this idea:

Split image into 8× 8 blocks

Change coordinates for each 8× 8 submatrix

Quantize

Then decompression is

De-quantize

Change back to standard coordinates

Reassemble the 8× 8 blocks

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

How JPEG compression works

Here’s (roughly) how JPEG compression uses this idea:

Split image into 8× 8 blocks

Change coordinates for each 8× 8 submatrix

Quantize

Then decompression is

De-quantize

Change back to standard coordinates

Reassemble the 8× 8 blocks

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

How JPEG compression works

Here’s (roughly) how JPEG compression uses this idea:

Split image into 8× 8 blocks

Change coordinates for each 8× 8 submatrix

Quantize

Then decompression is

De-quantize

Change back to standard coordinates

Reassemble the 8× 8 blocks

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

How JPEG compression works

Here’s (roughly) how JPEG compression uses this idea:

Split image into 8× 8 blocks

Change coordinates for each 8× 8 submatrix

Quantize

Then decompression is

De-quantize

Change back to standard coordinates

Reassemble the 8× 8 blocks

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Working through an example

Extract an 8× 8 block

−→

115 100 98 153 154 142 143 130131 118 101 157 156 146 156 149137 115 100 163 148 147 153 130135 113 101 163 152 149 150 127140 111 102 156 152 152 155 142157 132 116 153 150 151 159 160164 155 138 152 144 141 151 161152 146 145 143 135 132 142 159

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Working through an example

Extract an 8× 8 block

−→

115 100 98 153 154 142 143 130131 118 101 157 156 146 156 149137 115 100 163 148 147 153 130135 113 101 163 152 149 150 127140 111 102 156 152 152 155 142157 132 116 153 150 151 159 160164 155 138 152 144 141 151 161152 146 145 143 135 132 142 159

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Working through an example

Change to B-version

115 100 98 153 154 142 143 130131 118 101 157 156 146 156 149137 115 100 163 148 147 153 130135 113 101 163 152 149 150 127140 111 102 156 152 152 155 142157 132 116 153 150 151 159 160164 155 138 152 144 141 151 161152 146 145 143 135 132 142 159

−→

1112 −61 −14 44 57 34 −32 −26−43 −36 −43 25 13 12 −15 −8

2 12 12 −26 −8 −16 7 102 −14 1 7 6 −3 1 2

−25 −4 −16 0 −1 2 5 3−2 12 −6 1 −3 2 −1 −2−9 −1 −2 3 0 5 2 0−4 2 −2 1 −1 3 1 −1

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Working through an example

Change to B-version115 100 98 153 154 142 143 130131 118 101 157 156 146 156 149137 115 100 163 148 147 153 130135 113 101 163 152 149 150 127140 111 102 156 152 152 155 142157 132 116 153 150 151 159 160164 155 138 152 144 141 151 161152 146 145 143 135 132 142 159

−→

1112 −61 −14 44 57 34 −32 −26−43 −36 −43 25 13 12 −15 −8

2 12 12 −26 −8 −16 7 102 −14 1 7 6 −3 1 2

−25 −4 −16 0 −1 2 5 3−2 12 −6 1 −3 2 −1 −2−9 −1 −2 3 0 5 2 0−4 2 −2 1 −1 3 1 −1

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Working through an example

Change to B-version115 100 98 153 154 142 143 130131 118 101 157 156 146 156 149137 115 100 163 148 147 153 130135 113 101 163 152 149 150 127140 111 102 156 152 152 155 142157 132 116 153 150 151 159 160164 155 138 152 144 141 151 161152 146 145 143 135 132 142 159

−→

1112 −61 −14 44 57 34 −32 −26−43 −36 −43 25 13 12 −15 −8

2 12 12 −26 −8 −16 7 102 −14 1 7 6 −3 1 2

−25 −4 −16 0 −1 2 5 3−2 12 −6 1 −3 2 −1 −2−9 −1 −2 3 0 5 2 0−4 2 −2 1 −1 3 1 −1

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Working through an example

Quantize

1112 −61 −14 44 57 34 −32 −26−43 −36 −43 25 13 12 −15 −8

2 12 12 −26 −8 −16 7 102 −14 1 7 6 −3 1 2

−25 −4 −16 0 −1 2 5 3−2 12 −6 1 −3 2 −1 −2−9 −1 −2 3 0 5 2 0−4 2 −2 1 −1 3 1 −1

16 11 10 16 24 40 51 6112 12 14 19 26 58 60 5514 13 16 24 40 57 69 5614 17 22 29 51 87 80 6218 22 37 56 68 109 103 7724 35 55 64 81 104 113 9249 64 78 87 103 121 120 10171 92 95 98 112 100 103 99

−→

70 −6 −1 3 2 1 −1 0−4 −3 −3 1 0 0 0 00 1 1 −1 0 0 0 00 −1 0 0 0 0 0 0−1 0 0 0 0 0 0 00 0 0 0 0 0 0 00 0 0 0 0 0 0 00 0 0 0 0 0 0 0

We’re down to 16 pieces of information!

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Working through an example

Quantize

1112 −61 −14 44 57 34 −32 −26−43 −36 −43 25 13 12 −15 −8

2 12 12 −26 −8 −16 7 102 −14 1 7 6 −3 1 2

−25 −4 −16 0 −1 2 5 3−2 12 −6 1 −3 2 −1 −2−9 −1 −2 3 0 5 2 0−4 2 −2 1 −1 3 1 −1

16 11 10 16 24 40 51 6112 12 14 19 26 58 60 5514 13 16 24 40 57 69 5614 17 22 29 51 87 80 6218 22 37 56 68 109 103 7724 35 55 64 81 104 113 9249 64 78 87 103 121 120 10171 92 95 98 112 100 103 99

−→

70 −6 −1 3 2 1 −1 0−4 −3 −3 1 0 0 0 00 1 1 −1 0 0 0 00 −1 0 0 0 0 0 0−1 0 0 0 0 0 0 00 0 0 0 0 0 0 00 0 0 0 0 0 0 00 0 0 0 0 0 0 0

We’re down to 16 pieces of information!

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Working through an example

Quantize

1112 −61 −14 44 57 34 −32 −26−43 −36 −43 25 13 12 −15 −8

2 12 12 −26 −8 −16 7 102 −14 1 7 6 −3 1 2

−25 −4 −16 0 −1 2 5 3−2 12 −6 1 −3 2 −1 −2−9 −1 −2 3 0 5 2 0−4 2 −2 1 −1 3 1 −1

16 11 10 16 24 40 51 6112 12 14 19 26 58 60 5514 13 16 24 40 57 69 5614 17 22 29 51 87 80 6218 22 37 56 68 109 103 7724 35 55 64 81 104 113 9249 64 78 87 103 121 120 10171 92 95 98 112 100 103 99

−→

70 −6 −1 3 2 1 −1 0−4 −3 −3 1 0 0 0 00 1 1 −1 0 0 0 00 −1 0 0 0 0 0 0−1 0 0 0 0 0 0 00 0 0 0 0 0 0 00 0 0 0 0 0 0 00 0 0 0 0 0 0 0

We’re down to 16 pieces of information!

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Working through an example

Quantize

1112 −61 −14 44 57 34 −32 −26−43 −36 −43 25 13 12 −15 −8

2 12 12 −26 −8 −16 7 102 −14 1 7 6 −3 1 2

−25 −4 −16 0 −1 2 5 3−2 12 −6 1 −3 2 −1 −2−9 −1 −2 3 0 5 2 0−4 2 −2 1 −1 3 1 −1

16 11 10 16 24 40 51 6112 12 14 19 26 58 60 5514 13 16 24 40 57 69 5614 17 22 29 51 87 80 6218 22 37 56 68 109 103 7724 35 55 64 81 104 113 9249 64 78 87 103 121 120 10171 92 95 98 112 100 103 99

−→

70 −6 −1 3 2 1 −1 0−4 −3 −3 1 0 0 0 00 1 1 −1 0 0 0 00 −1 0 0 0 0 0 0−1 0 0 0 0 0 0 00 0 0 0 0 0 0 00 0 0 0 0 0 0 00 0 0 0 0 0 0 0

We’re down to 16 pieces of information!

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Reconstituting our image

Here’s the result of reversing this process:

Original Compressed115 100 98 153 154 142 143 130131 118 101 157 156 146 156 149137 115 100 163 148 147 153 130135 113 101 163 152 149 150 127140 111 102 156 152 152 155 142157 132 116 153 150 151 159 160164 155 138 152 144 141 151 161152 146 145 143 135 132 142 159

114 103 101 144 149 136 154 135125 111 106 150 156 142 57 134133 115 107 151 160 146 157 130134 114 104 147 158 146 157 129139 118 106 148 156 146 163 139151 132 118 153 155 145 169 153162 144 129 155 147 135 165 158166 150 132 152 137 122 157 154

Average difference = 5.73

Std Dev = 4.22

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Reconstituting our image

Here’s the result of reversing this process:

Original Compressed115 100 98 153 154 142 143 130131 118 101 157 156 146 156 149137 115 100 163 148 147 153 130135 113 101 163 152 149 150 127140 111 102 156 152 152 155 142157 132 116 153 150 151 159 160164 155 138 152 144 141 151 161152 146 145 143 135 132 142 159

114 103 101 144 149 136 154 135125 111 106 150 156 142 57 134133 115 107 151 160 146 157 130134 114 104 147 158 146 157 129139 118 106 148 156 146 163 139151 132 118 153 155 145 169 153162 144 129 155 147 135 165 158166 150 132 152 137 122 157 154

Average difference = 5.73

Std Dev = 4.22

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Reconstituting our image

Here’s the result of reversing this process:

Original Compressed115 100 98 153 154 142 143 130131 118 101 157 156 146 156 149137 115 100 163 148 147 153 130135 113 101 163 152 149 150 127140 111 102 156 152 152 155 142157 132 116 153 150 151 159 160164 155 138 152 144 141 151 161152 146 145 143 135 132 142 159

114 103 101 144 149 136 154 135125 111 106 150 156 142 57 134133 115 107 151 160 146 157 130134 114 104 147 158 146 157 129139 118 106 148 156 146 163 139151 132 118 153 155 145 169 153162 144 129 155 147 135 165 158166 150 132 152 137 122 157 154

Average difference = 5.73

Std Dev = 4.22

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Seeing is believing

Original Compressed

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Image Processing

We can use these ideas to do some image processing as well

“smooth” part of the image comes from low frequencyFourier coefficients

“edges” come from the high frequency Fourier coefficients

Note: Here I won’t split the image into 8× 8 blocks – I wantall the information about the image simultaneously

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Image Processing

We can use these ideas to do some image processing as well

“smooth” part of the image comes from low frequencyFourier coefficients

“edges” come from the high frequency Fourier coefficients

Note: Here I won’t split the image into 8× 8 blocks – I wantall the information about the image simultaneously

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Image Processing

We can use these ideas to do some image processing as well

“smooth” part of the image comes from low frequencyFourier coefficients

“edges” come from the high frequency Fourier coefficients

Note: Here I won’t split the image into 8× 8 blocks – I wantall the information about the image simultaneously

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Image Processing

We can use these ideas to do some image processing as well

“smooth” part of the image comes from low frequencyFourier coefficients

“edges” come from the high frequency Fourier coefficients

Note: Here I won’t split the image into 8× 8 blocks – I wantall the information about the image simultaneously

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Image Processing

Smooth Part: B(i , j) components for small j , small i

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Image Processing

Smooth Part: B(i , j) components for small j , small i

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Image Processing

Horizontal Edges: B(i , j) components for small j , large i

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Image Processing

Horizontal Edges: B(i , j) components for small j , large i

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Image Processing

Vertical Edges: B(i , j) components for small i , large j

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Image Processing

Vertical Edges: B(i , j) components for small i , large j

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Image Processing

Scattered Edges: B(i , j) components for large i , large j

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human eye and B

Image Processing

Scattered Edges: B(i , j) components for large i , large j

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human ear and B

How MP3 compression works

Similar ideas are used to compress music into mp3’s

Sample an audio source

Humans hear between 20Hz and 20,000HzSample at 41,000Hz16bits per sample and 2 channels means 1.3 million bitsper second

Break sample into smaller blocks

Express these blocks in terms of B-coordinates

Filter out “unnecessary” data using psychoacoustics

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human ear and B

How MP3 compression works

Similar ideas are used to compress music into mp3’s

Sample an audio source

Humans hear between 20Hz and 20,000HzSample at 41,000Hz16bits per sample and 2 channels means 1.3 million bitsper second

Break sample into smaller blocks

Express these blocks in terms of B-coordinates

Filter out “unnecessary” data using psychoacoustics

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human ear and B

How MP3 compression works

Similar ideas are used to compress music into mp3’s

Sample an audio source

Humans hear between 20Hz and 20,000Hz

Sample at 41,000Hz16bits per sample and 2 channels means 1.3 million bitsper second

Break sample into smaller blocks

Express these blocks in terms of B-coordinates

Filter out “unnecessary” data using psychoacoustics

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human ear and B

How MP3 compression works

Similar ideas are used to compress music into mp3’s

Sample an audio source

Humans hear between 20Hz and 20,000HzSample at 41,000Hz

16bits per sample and 2 channels means 1.3 million bitsper second

Break sample into smaller blocks

Express these blocks in terms of B-coordinates

Filter out “unnecessary” data using psychoacoustics

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human ear and B

How MP3 compression works

Similar ideas are used to compress music into mp3’s

Sample an audio source

Humans hear between 20Hz and 20,000HzSample at 41,000Hz16bits per sample and 2 channels means 1.3 million bitsper second

Break sample into smaller blocks

Express these blocks in terms of B-coordinates

Filter out “unnecessary” data using psychoacoustics

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human ear and B

How MP3 compression works

Similar ideas are used to compress music into mp3’s

Sample an audio source

Humans hear between 20Hz and 20,000HzSample at 41,000Hz16bits per sample and 2 channels means 1.3 million bitsper second

Break sample into smaller blocks

Express these blocks in terms of B-coordinates

Filter out “unnecessary” data using psychoacoustics

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human ear and B

How MP3 compression works

Similar ideas are used to compress music into mp3’s

Sample an audio source

Humans hear between 20Hz and 20,000HzSample at 41,000Hz16bits per sample and 2 channels means 1.3 million bitsper second

Break sample into smaller blocks

Express these blocks in terms of B-coordinates

Filter out “unnecessary” data using psychoacoustics

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human ear and B

How MP3 compression works

Similar ideas are used to compress music into mp3’s

Sample an audio source

Humans hear between 20Hz and 20,000HzSample at 41,000Hz16bits per sample and 2 channels means 1.3 million bitsper second

Break sample into smaller blocks

Express these blocks in terms of B-coordinates

Filter out “unnecessary” data using psychoacoustics

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human ear and B

Psychoacoustics

Simultaneous Masking - If two tones with nearfrequencies are played at the same time, your brain onlyhears the louder one

Temporal Masking - Some weak sounds aren’t heard ifplayed right after (or right before!) a louder sound

Hass effect - If the same tone hits one ear just beforeanother, then your brain perceives it as coming only fromthe first direction

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human ear and B

Psychoacoustics

Simultaneous Masking - If two tones with nearfrequencies are played at the same time, your brain onlyhears the louder one

Temporal Masking - Some weak sounds aren’t heard ifplayed right after (or right before!) a louder sound

Hass effect - If the same tone hits one ear just beforeanother, then your brain perceives it as coming only fromthe first direction

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human ear and B

Psychoacoustics

Simultaneous Masking - If two tones with nearfrequencies are played at the same time, your brain onlyhears the louder one

Temporal Masking - Some weak sounds aren’t heard ifplayed right after (or right before!) a louder sound

Hass effect - If the same tone hits one ear just beforeanother, then your brain perceives it as coming only fromthe first direction

Andrew Schultz Linear algebra in your daily (digital) life

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Stochastic Matrices Rank 1 Matrix Approximations Change of Basis

The human ear and B

Thanks!

Thank you!

Andrew Schultz Linear algebra in your daily (digital) life