From FFT (Fast Fourier Transform) to SVD (Singular Value Decomposition)
Look into what SVD can do for us through the lens of FFT.
FFT, Fast Fourier Transform, so famous or commonly known that it is pointless to explain further here in this article.
SVD, Singular Value Decomposition. In short definition, it’s a factorization technique from linear algebra world, used extensively in data science.
We are not going to dive into the mathematics of SVD in this post, there are many good materials around detailing that. Given my DSP roots, I will try to look into what SVD can do for us through the lens of FFT, hopefully it would be more fun and intuitive.
