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Math and science::Algebra

Viewing matrices through SVD

SVD recap:

Singular value decomposition (SVD)

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

A=UΣVT

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

SVD allows any m times n matrix A to be viewed as a projection into a coordinate space, a scaling, and then a multiplication by another set of basis vectors. To demonstrate, consider the following three cases:

AT as [what?]

A1=(UΣVT)1=(VT)1Σ1U1=VΣ1UT

A1 has the same structure as AT, but with the singular values inverted.

ATA as an input-space→input-space scaling along vectors in [what?].

ATA corresponds to converting an input space vector to the coordinate system of V basic vectors, scaling these V coordinates, then converting back to the input space.

ATA=(UΣVT)T(UΣVT)=VΣUTUΣVT=VΣ2VT

Interestingly, the output space and U are not involved.

AAT as an output-space→output-space scaling of vectors in [what?].

AAT corresponds to converting an output space vector to the coordinate system of U basic vectors, scaling these U coordinates, then converting back to the output space.

AAT=(UΣVT)(UΣVT)T=UΣVTVΣUT=UΣ2UT

Again, the input space and V are not involved.