Status: Tags: #cards/math232/unit8/2 Links: Diagonalization of symmetric matrices
Singular Value Decomposition
Principles
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How to determine U
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General Use case
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For applying orthogonal diagonalization to non-square matrices
- Need to find a mxm orthogonal matrix U and nxn orthogonal matrix V such that $U^TAV = \sum$, where $\sum$ is a mxn rectangular matrix
- Instead of emphasizing $\sum$, rearrange equation to $A=U\sum V^T$
Steps to find SVD of A (- $M_{mxn}(R)$ with rank(A) = r
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Singular values
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Applications
Psuedoinverse
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Examples
Singular Values
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Singular Values Decomposition
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References:
Created:: 2022-04-02 16:24