SVD: Rn ≥ Cn

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

The code

• svd_V_Rn_mR(); svd_U_Rn_mR();