Linear models

Erratum at 49’04’’: the rightmost expression I write in blue is supposed to be equal to U^T v_1 (the point is to show that U^T v_1 = \sum_i <v_1,u_i> e_i, by applying U^T to v_1= \sum_i <v_1,u_i> u_i, as given by the first equality). I say this correctly verbally, but the writing is sloppy: the second equality should be replaced by an implication, and then in the end we should add: =U^T v_1. The linked pdf shows how the video frame at 49’04’’ should actually look like.

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