Some properties

Linear Algebra and the C Language · Wikibooks

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    Some properties


    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

    Some properties:

    When A is symetric U == V

    When A is symetric U == EVector

    If A is a Positive-definite matrix then S == EValue


    Let us study the contribution of each singular value.