Singular Value Decomposition
Singular Value Decomposition
The singular value decomposition is a factorization of a matrix into . A vector is first rotated by an angle β via x, then x is scaled by a diagonal matrix to form . Finally the vector is rotated by an angle ω to form .
A
A=UΣ
T
V
x
T
V
T
V
Σ
Σx
T
V
Σx
T
V
b=UΣx=Ax
T
V