The Unexpected Power of Orthogonal Matrices

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0:00 Intro
1:17 Definition
3:28 Inverse Convenience
6:31 Types of Orthogonal Transformations
10:11 Application to PCA

NOTE: I meant to say "orthogonal" instead of "linearly independent" in the verbal definition. Orthogonal means that the dot product between two vectors is 0 but linear independence means that one vector cannot be expressed as a linear combination of another vector. Thanks to some viewers for pointing this out.