SINGULAR
VALUE
DECOMPOSITIO
N
INNER PRODUCT SPACE
,INTRODUCTION
Every matrix (Symmetric or not, square or not) has a
factorization of the form , where P and Q are orthogonal
and D is a diagonal matrix.
, DEFINITION: SINGULAR VALUE
If A is an matrix, the singular values of A are the square roots of the
eigen values of and are denoted by It is conventional to arrange the
singular values so that
VALUE
DECOMPOSITIO
N
INNER PRODUCT SPACE
,INTRODUCTION
Every matrix (Symmetric or not, square or not) has a
factorization of the form , where P and Q are orthogonal
and D is a diagonal matrix.
, DEFINITION: SINGULAR VALUE
If A is an matrix, the singular values of A are the square roots of the
eigen values of and are denoted by It is conventional to arrange the
singular values so that
