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Applications of singular-value decomposition (SVD)

✍ Scribed by Alkiviadis G. Akritas; Gennadi I. Malaschonok


Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
130 KB
Volume
67
Category
Article
ISSN
0378-4754

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✦ Synopsis


Let A be an m Γ— n matrix with m β‰₯ n. Then one form of the singular-value decomposition of A iswhere U and V are orthogonal and Ξ£ is square diagonal. That is,ଝ This material is based on work supported in part by the Russian Ministry of Education Grant E02-2.0-98.


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