fundamentals of linear algebramlsp.cs.cmu.edu/.../slides/class2.linearalgebra.pdf · incentive to...
TRANSCRIPT
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11-755/18-797 Machine Learning for Signal Processing
Fundamentals of Linear
Algebra
Class 2 30 Aug 2012
Instructor: Bhiksha Raj
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Administrivia
Registration: Anyone on waitlist still?
Homework 1: Will appear over weekend. Linear algebra
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Overview
Vectors and matrices
Basic vector/matrix operations
Vector products
Matrix products
Various matrix types
Projections
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Book
Fundamentals of Linear Algebra, Gilbert Strang
Important to be very comfortable with linear algebra
Appears repeatedly in the form of Eigen analysis, SVD, Factor analysis
Appears through various properties of matrices that are used in machine learning, particularly when applied to images and sound
Today’s lecture: Definitions
Very small subset of all that’s used
Important subset, intended to help you recollect
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Incentive to use linear algebra
Pretty notation!
Easier intuition
Really convenient geometric interpretations
Operations easy to describe verbally
Easy code translation!
for i=1:n
for j=1:m
c(i)=c(i)+y(j)*x(i)*a(i,j)
end
end
C=x*A*y
y j xiaiji
j
yAx T
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And other things you can do
Manipulate Images
Manipulate Sounds
Rotation + Projection +
Scaling
Time
Fre
quency
From Bach’s Fugue in Gm
Decomposition (NMF)
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Scalars, vectors, matrices, …
A scalar a is a number a = 2, a = 3.14, a = -1000, etc.
A vector a is a linear arrangement of a collection of scalars
A matrix A is a rectangular arrangement of a collection of scalars
MATLAB syntax: a=[1 2 3], A=[1 2;3 4]
A 3.12 10
10.0 2
a 1 2 3 , a 3.14
32
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Vectors Vectors usually hold sets of numerical
attributes
X, Y, Z coordinates
[1, 2, 0]
Earnings, losses, suicides
[$0 $1,000,000 3]
A location in Manhattan [3av 33st]
Vectors are either column or row vectors
A sound can be a vector, a series of daily temperatures can be a vector, etc …
[-2.5av 6st]
[2av 4st]
[1av 8st]
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c
a
b
c
, r a b c , s
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Vectors in the abstract Ordered collection of numbers
Examples: [3 4 5], [a b c d], ..
[3 4 5] != [4 3 5] Order is important
Typically viewed as identifying (the path from origin to) a location in an N-dimensional space
x
z
y
3
4
5
(3,4,5)
(4,3,5)
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Matrices
Matrices can be square or rectangular
Images can be a matrix, collections of sounds can be a matrix, etc.
A matrix can be vertical stacking of row vectors
Or a horizontal arrangement of column vectors
S a b
c d
, R
a b c
d e f
, M
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fedcba
R
fedcba
R
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Dimensions of a matrix
The matrix size is specified by the number of rows and columns
c = 3x1 matrix: 3 rows and 1 column
r = 1x3 matrix: 1 row and 3 columns
S = 2 x 2 matrix
R = 2 x 3 matrix
Pacman = 321 x 399 matrix
cba
c
b
a
rc ,
fed
cba
dc
baRS ,
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Representing an image as a matrix 3 pacmen
A 321 x 399 matrix
Row and Column = position
A 3 x 128079 matrix
Triples of x,y and value
A 1 x 128079 vector
“Unraveling” the matrix
Note: All of these can be recast as the matrix that forms the image
Representations 2 and 4 are equivalent
The position is not represented
1.1.00.1.11
10.10.65.1.21
10.2.22.2.11
1..000.11.11
Y
X
v
Values only; X and Y are
implicit
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Vectors vs. Matrices
A vector is a geometric notation for how to get from (0,0) to some location in the space
A matrix is simply a collection of destinations!
Properties of matrices are average properties of the traveller’s path to these destinations
3
4
5
(3,4,5)
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Basic arithmetic operations
Addition and subtraction
Element-wise operations
MATLAB syntax: a+b and a-b
a b
a1
a2
a3
b1
b2
b3
a1 b1
a2 b2
a3 b3
a b
a1
a2
a3
b1
b2
b3
a1 b1
a2 b2
a3 b3
A B a11 a12
a21 a22
b11 b12
b21 b22
a11 b11 a12 b12
a21 b21 a22 b22
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Vector Operations
Operations tell us how to get from ({0}) to the result of the vector operations (3,4,5) + (3,-2,-3) = (6,2,2)
3
4
5
(3,4,5) 3
-2
-3
(3,-2,-3)
(6,2,2)
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Operations example
Adding random values to different
representations of the image
1..000.11.11
1.1.00.1.11
10.10.65.1.21
10.2.22.2.11
1.1.00.1.11
10.10.65.1.21
10.2.22.2.11
+ +
Random(3,columns(M))
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Vector norm
Measure of how big a vector is: Represented as
Geometrically the shortest distance to travel from the origin to the destination As the crow flies
Assuming Euclidean Geometry
MATLAB syntax: norm(x)
[-2av 17st] [-6av 10st]
a b ... a2 b2 ...2
x
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3
4
5
(3,4,5) Length = sqrt(32 + 42 + 52)
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Transposition A transposed row vector becomes a column (and vice
versa)
A transposed matrix gets all its row (or column) vectors transposed in order
MATLAB syntax: a’
x
a
b
c
, xT a b c
X a b c
d e f
, X
T
a d
b e
c f
y a b c , yT a
b
c
M
, MT
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Vector multiplication Multiplication is not element-wise!
Dot product, or inner product
Vectors must have the same number of elements
Row vector times column vector = scalar
Outer product or vector direct product
Column vector times row vector = matrix
MATLAB syntax: a*b
a
b
c
d e f a d a e a f
b d b e b f
c d c e c f
a b c d
e
f
a d b e c f
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Vector dot product in Manhattan Example:
Coordinates are yards, not ave/st
a = [200 1600],
b = [770 300]
The dot product of the two vectors
relates to the length of a projection
How much of the first vector have
we covered by following the second
one?
Must normalize by the length of the
“target” vector
[200yd 1600yd]
norm ≈ 1612
[770yd 300yd]
norm ≈ 826
a bT
a
200 1600 770
300
200 1600 393yd
norm
≈ 393yd
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Vector dot product
Vectors are spectra Energy at a discrete set of frequencies
Actually 1 x 4096
X axis is the index of the number in the vector Represents frequency
Y axis is the value of the number in the vector Represents magnitude
frequency
Sqrt
(energ
y)
frequency frequency 1...1540.911 1.14.16..24.3 0.13.03.0.0
C E C2
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Vector dot product
How much of C is also in E How much can you fake a C by playing an E
C.E / |C||E| = 0.1
Not very much
How much of C is in C2? C.C2 / |C| /|C2| = 0.5
Not bad, you can fake it
To do this, C, E, and C2 must be the same size
frequency
Sqrt
(energ
y)
frequency frequency 1...1540.911 1.14.16..24.3 0.13.03.0.0
C E C2
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Vector outer product
The column vector is the spectrum
The row vector is an amplitude modulation
The crossproduct is a spectrogram
Shows how the energy in each frequency varies with time
The pattern in each column is a scaled version of the spectrum
Each row is a scaled version of the modulation
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Multiplying a vector by a matrix
Generalization of vector multiplication
Left multiplication: Dot product of each vector pair
Dimensions must match!!
No. of columns of matrix = size of vector
Result inherits the number of rows from the matrix
MATLAB syntax: a*b
ba
bab
a
aBA
2
1
2
1
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Multiplying a vector by a matrix
Generalization of vector multiplication
Right multiplication: Dot product of each vector pair
Dimensions must match!!
No. of rows of matrix = size of vector
Result inherits the number of columns from the matrix
MATLAB syntax: a*b
2121 .. bababbaBA
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Multiplication of vector space by matrix
The matrix rotates and scales the space
Including its own vectors
6.13.1
7.03.0Y
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The normals to the row vectors in the matrix become the new axes X axis = normal to the second row vector
Scaled by the inverse of the length of the first row vector
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6.13.1
7.03.0Y
Multiplication of vector space by matrix
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Matrix Multiplication
The k-th axis corresponds to the normal to the hyperplane represented by the 1..k-1,k+1..N-th row vectors in the matrix
Any set of K-1 vectors represent a hyperplane of dimension K-1 or less
The distance along the new axis equals the length of the projection on the k-th row vector
Expressed in inverse-lengths of the vector
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Matrix Multiplication: Column space
So much for spaces .. what does multiplying a matrix by a vector really do?
It mixes the column vectors of the matrix using the numbers in the vector
The column space of the Matrix is the complete set of all vectors that can be formed by mixing its columns
f
cz
e
by
d
ax
z
y
x
fed
cba
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Matrix Multiplication: Row space
Left multiplication mixes the row vectors of the matrix.
The row space of the Matrix is the complete set of all vectors that can be formed by mixing its rows
fedycbaxfed
cbayx
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Matrix multiplication: Mixing vectors
A physical example
The three column vectors of the matrix X are the spectra of three notes
The multiplying column vector Y is just a mixing vector
The result is a sound that is the mixture of the three notes
1..
.249
0..
031
X
1
2
1
Y
2
.
.
7
=
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Matrix multiplication: Mixing vectors
Mixing two images The images are arranged as columns
position value not included
The result of the multiplication is rearranged as an image
200 x 200 200 x 200 200 x 200
40000 x 2
75.0
25.0
40000 x 1
2 x 1
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Multiplying matrices
Generalization of vector multiplication
Outer product of dot products!!
Dimensions must match!!
Columns of first matrix = rows of second
Result inherits the number of rows from the first matrix and the number of columns from the second matrix
MATLAB syntax: a*b
A B a1
a2
b1 b2
a1 b1 a1 b2
a2 b1 a2 b2
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Matrix multiplication: another view
What does this mean?
k
kKMk
k
kMk
k
kKk
k
kk
NKN
NK
MNM
N
N
baba
baba
bb
bb
aa
aa
aa
.
...
.
.
...
.
..
....
..
..
1
111
1
11
1
221
111
BA
NKN
MN
N
K
M
K
M
NKN
NK
MNM
N
N
bb
a
a
bb
a
a
bb
a
a
bb
bb
aa
aa
aa
..
.....
.
..
.
.
.
...
.
..
....
..
..
1
1
221
2
12
111
1
11
1
11
1
221
111
The outer product of the first column of A and the first row of B + outer product of the second column of A and the second row of B + ….
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Why is that useful?
Sounds: Three notes modulated independently
1..
.249
0..
031
X
.....195.09.08.07.06.05.0
......5.005.07.09.01
.....05.075.0175.05.00
Y
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Matrix multiplication: Mixing modulated
spectra
Sounds: Three notes modulated independently
1..
.249
0..
031
X
.....195.09.08.07.06.05.0
......5.005.07.09.01
.....05.075.0175.05.00
Y
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Sounds: Three notes modulated independently
1..
.249
0..
031
X
.....195.09.08.07.06.05.0
......5.005.07.09.01
.....05.075.0175.05.00
Y
Matrix multiplication: Mixing modulated
spectra
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.....195.09.08.07.06.05.0
......5.005.07.09.01
.....05.075.0175.05.00
Sounds: Three notes modulated independently
1..
.249
0..
031
X
Matrix multiplication: Mixing modulated
spectra
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.....195.09.08.07.06.05.0
......5.005.07.09.01
.....05.075.0175.05.00
Sounds: Three notes modulated independently
1..
.249
0..
031
X
Matrix multiplication: Mixing modulated
spectra
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Sounds: Three notes modulated independently
Matrix multiplication: Mixing modulated
spectra
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Image1 fades out linearly
Image 2 fades in linearly
..
..
..
22
11
ji
ji
19.8.7.6.5.4.3.2.1.0
01.2.3.4.5.6.7.8.9.1
Matrix multiplication: Image transition
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19.8.7.6.5.4.3.2.1.0
01.2.3.4.5.6.7.8.9.1
Each column is one image The columns represent a sequence of images of decreasing
intensity
Image1 fades out linearly
..
..
..
22
11
ji
ji
Matrix multiplication: Image transition
0......8.09.0
.0.........
0.........
0......8.09.0
0......8.09.0
222
111
NNN iii
iii
iii
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19.8.7.6.5.4.3.2.1.0
01.2.3.4.5.6.7.8.9.1
Image 2 fades in linearly
..
..
..
22
11
ji
ji
Matrix multiplication: Image transition
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Image1 fades out linearly
Image 2 fades in linearly
..
..
..
22
11
ji
ji
19.8.7.6.5.4.3.2.1.0
01.2.3.4.5.6.7.8.9.1
Matrix multiplication: Image transition
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The Identity Matrix
An identity matrix is a square matrix where
All diagonal elements are 1.0
All off-diagonal elements are 0.0
Multiplication by an identity matrix does not change vectors
10
01Y
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Diagonal Matrix
All off-diagonal elements are zero
Diagonal elements are non-zero
Scales the axes May flip axes
10
02Y
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Diagonal matrix to transform images
How?
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Stretching
Location-based representation
Scaling matrix – only scales the X axis
The Y axis and pixel value are scaled by identity
Not a good way of scaling.
1.1.00.1.11
10.10.65.1.21
10.2.22.2.11
100
010
002
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Stretching
Better way
D =
)2x(
Newpic
.....
.0000
.5.000
.5.15.0
.005.1
NN
EA
A
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Modifying color
Scale only Green
100
020
001
PNewpic
BGR
P
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Permutation Matrix
A permutation matrix simply rearranges the axes
The row entries are axis vectors in a different order
The result is a combination of rotations and reflections
The permutation matrix effectively permutes the arrangement of the elements in a vector
x
z
y
z
y
x
001
100
010
3
4
5
(3,4,5)
X
Y
Z
4
5
3
X (old Y)
Y (old Z)
Z (old X)
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Permutation Matrix
Reflections and 90 degree rotations of images and objects
100
001
010
P
001
100
010
P
1.1.00.1.11
10.10.65.1.21
10.2.22.2.11
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Permutation Matrix
Reflections and 90 degree rotations of images and objects
Object represented as a matrix of 3-Dimensional “position” vectors
Positions identify each point on the surface
100
001
010
P
001
100
010
P
N
N
N
zzz
yyy
xxx
..
..
..
21
21
21
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Rotation Matrix
A rotation matrix rotates the vector by some angle q
Alternately viewed, it rotates the axes
The new axes are at an angle q to the old one
'
'
cossin
sincos
y
xX
y
xX
new
qqqR
X
Y
(x,y)
newXXR q
X
Y
(x,y)
(x’,y’)
cossin'
sincos'
yxy
yxx
x’ x
y’
y q
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Rotating a picture
Note the representation: 3-row matrix Rotation only applies on the “coordinate” rows The value does not change Why is pacman grainy?
1.1.00.1.11
..10.65.1.21
..2.22.2.11
100
045cos45sin
045sin45cos
R
1.1.00.1.11
..212.2827.23.232
..28.2423.2.20
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3-D Rotation
2 degrees of freedom
2 separate angles
What will the rotation matrix be?
X
Y
Z q
Xnew
Ynew
Znew a
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Matrix Operations: Properties
A+B = B+A
AB != BA
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Projections
What would we see if the cone to the left were transparent if we looked at it from above the plane shown by the grid?
Normal to the plane
Answer: the figure to the right
How do we get this? Projection
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Projection Matrix
Consider any plane specified by a set of vectors W1, W2..
Or matrix [W1 W2 ..]
Any vector can be projected onto this plane
The matrix A that rotates and scales the vector so that it becomes its projection is a projection matrix
90degrees
projection W1
W2
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Projection Matrix
Given a set of vectors W1, W2, which form a matrix W = [W1 W2.. ]
The projection matrix that transforms any vector X to its projection on the plane is P = W (WTW)-1 WT
We will visit matrix inversion shortly
Magic – any set of vectors from the same plane that are expressed as a matrix will give you the same projection matrix P = V (VTV)-1 VT
90degrees
projection W1
W2
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Projections
HOW?
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Projections
Draw any two vectors W1 and W2 that lie on the plane ANY two so long as they have different angles
Compose a matrix W = [W1 W2]
Compose the projection matrix P = W (WTW)-1 WT
Multiply every point on the cone by P to get its projection
View it I’m missing a step here – what is it?
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Projections
The projection actually projects it onto the plane, but you’re still seeing the plane in 3D
The result of the projection is a 3-D vector
P = W (WTW)-1 WT = 3x3, P*Vector = 3x1
The image must be rotated till the plane is in the plane of the paper
The Z axis in this case will always be zero and can be ignored
How will you rotate it? (remember you know W1 and W2)
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Projection matrix properties
The projection of any vector that is already on the plane is the vector itself
Px = x if x is on the plane
If the object is already on the plane, there is no further projection to be performed
The projection of a projection is the projection
P (Px) = Px
That is because Px is already on the plane
Projection matrices are idempotent
P2 = P
Follows from the above 64
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Perspective
The picture is the equivalent of “painting” the viewed scenery on a glass window
Feature: The lines connecting any point in the scenery and its projection on the window merge at a common point
The eye
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An aside on Perspective..
Perspective is the result of convergence of the image to a point
Convergence can be to multiple points
Top Left: One-point perspective
Top Right: Two-point perspective
Right: Three-point perspective
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Central Projection
The positions on the “window” are scaled along the line
To compute (x,y) position on the window, we need z (distance of window from eye), and (x’,y’,z’) (location being projected)
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X
Y x,y
z
x’,y’,z’
'z
z
'y
y
'x
x Property of a line through origin 'yy
'xx'z
z
aa
a
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Representing Perspective
Perspective was not always understood.
Carefully represented perspective can create illusions..
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Projections: A more physical meaning
Let W1, W2 .. Wk be “bases”
We want to explain our data in terms of these “bases”
We often cannot do so
But we can explain a significant portion of it
The portion of the data that can be expressed in terms of our vectors W1, W2, .. Wk, is the projection of the data on the W1 .. Wk (hyper) plane
In our previous example, the “data” were all the points on a cone, and the bases were vectors on the plane
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Projection : an example with sounds
The spectrogram (matrix) of a piece of music
How much of the above music was composed of the above notes I.e. how much can it be explained by the notes
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Projection: one note
The spectrogram (matrix) of a piece of music
M = spectrogram; W = note
P = W (WTW)-1 WT
Projected Spectrogram = P * M
M =
W =
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Projection: one note – cleaned up
The spectrogram (matrix) of a piece of music
Floored all matrix values below a threshold to zero
M =
W =
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Projection: multiple notes
The spectrogram (matrix) of a piece of music
P = W (WTW)-1 WT
Projected Spectrogram = P * M
M =
W =
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Projection: multiple notes, cleaned up
The spectrogram (matrix) of a piece of music
P = W (WTW)-1 WT
Projected Spectrogram = P * M
M =
W =
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Projection and Least Squares Projection actually computes a least squared error estimate
For each vector V in the music spectrogram matrix
Approximation: Vapprox = a*note1 + b*note2 + c*note3..
Error vector E = V – Vapprox
Squared error energy for V e(V) = norm(E)2
Total error = sum over all V { e(V) } = SV e(V)
Projection computes Vapprox for all vectors such that Total error is
minimized
It does not give you “a”, “b”, “c”.. Though
That needs a different operation – the inverse / pseudo inverse
c
b
a
Vapprox
note
1
note
2
note
3
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