SVD: Cn > Rn

In linear algebra, the singular value decomposition (SVD) is a factorization of a real matrix into a rotation, followed by a rescaling followed by another rotation... Wikipedia: Singular value decomposition

Remark : This work led me to construct the pseudo inverse function even though there are sign problems.

• Random values
• Choose your values

• S = U_T A V
• A = U S V_T
• Pinv = V invS U_T
• Pinv_Cn_mR(); ... Compute the right inverse: Ide = B Pinv
• U*UT and V*VT

Let us study the contribution of each singular value

• c00a.c

The code

• svd_V_Cn_mR(); svd_U_Cn_mR();