This might be a far out question, but is there a connection/analogy between the SVD approximation and a fourier transform+low-pass filter.
They are relatable in many ways if you are interested in data filtering and analysis (viewing matrices as data structures rather than as operators in a function space). Generally the SVD is nicer to have, but the FFT is easier to compute (O(n^3) vs O(n^2 log (n)).
Another way to think about them:
An FFT will describe your data in terms of a fixed orthonormal basis: sine and cosine functions of varying frequency.
An SVD will describe your data using a basis that is also orthonormal, but is entirely based on your data.
He goes through SVD and FFT in terms of matrices. Really illuminating course.