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Math and science::Algebra

Singular value decomposition

Singular value decomposition (SVD)

Let A be an m×n matrix. SVD decomposes A as:

[A=?]

where U and V are [what type?] matrices and Σ is a [what type?] matrix with non-negative real numbers on the diagonal. The diagonal entries of Σ are called the singular values of A.

Assuming this decomposition of A is possible, how can we find U, Σ, and V?

What is a geometric interpretation of the SVD?