Gilbert Strang covers a this well in his "18.065 - Matrix Methods in Data Analysis, Signal Processing, and Machine Learning" course [1]. I can highly recommend

Gilbert Strang covers a this well in his "18.065 - Matrix Methods in Data Analysis, Signal Processing, and Machine Learning" course [1]. I can highly recommend the lecture series to anyone interested in such topics. [1] https://www.youtube.com/watch?v=rYz83XPxiZo&list=PLUl4u3cNGP63oMNUHXqIUcrkS2PivhN3k&index=8 https://www.youtube.com/watch?v=rYz83XPxiZo&list=PLUl4u3cNGP...