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IDS-Lec4
IDS-Lec4
IDS-Lec4
( we want to find a set of vectors, whose linear combination generates all the column vectors of a data
matrix)
Basis Vector: are a set of vectors that are linearly independent and spans(any vector of m-dimensional
space can be written as a linear combination) the m-dimensional space.
The number of vectors in the basis set is same=> for spanning R2 , 2 basis vectors required
for spanning R3 , 3 basis vectors required
Data Matrix : [ [c1] [c2] [c3] ….], where [ci] is a column vector.
Rank of matrix : r : => basis vector ( r linearly independent columns) ( in this case) => this vectors spans
the remaining columns.
Q: does the linearly independent vector span the entire space?
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Distance of vectors, hyperplanes, halfspaces, eigenvalues and eigenvectors
X2 X1(x11,x12)
Point X1 and X2 are on line.
nT X1 + b = 0;
nT X2 + b = 0;
X1
subtract second from one nT(X2 – X1) = 0 => orthogonal vectors ; (X2 – X1) gives direction of line. N is
perpendicular to a line.
Projection :
( reduce the m dimensional data to a smaller dimensional space for approximation)
Target : best approximation to represent data in lower dimension. From 3d space to 2 D space (
example)
Consider R2 space. Need 2 basis vectors v1 and v2
X( x1 x2 x3)
Projection: X’ of a vector X onto a lower dimension (2D) is define as:
X’ = c1V1 + c2V2 - eq 1
V2
X’
X = c1v1 + c2v2 + n ; n is a normal vector such that
nTv1 = v1Tn = 0
V1 nTv2 = v2Tn = 0 ; n vector is orthogonal to v1 as well as v2
v1Tn = 0
v1T(X - c1v1 + c2v2) = 0
v1TX = c1v1T v1
find value of c1
find value of c2 using v2Tn
X’ = substitute c1 and c2 in eq 1