LINEAR ALGEBRA

singular value decomposition

represents an arbitrary matrix with orthogonal directions and nonnegative stretch.

A=UΣV∗A=U\Sigma V^{*}

symbols, variables and units

U,V: unitary matrix, orthogonal matrix when real number; Σ: non-negative singular value matrix; *: conjugate transpose.

applicable conditions and boundaries

Any finite-dimensional real or complex matrix; rectangular matrices need matching dimensions.

formula source code

The following is a copyable LaTeX expression.

A=U\Sigma V^{*}

Reference and Extended Learning

MIT OpenCourseWare · Linear Algebra ↗

is organized according to model definition and assumptions. Please check actual conditions and original literature before engineering, research and clinical use.

SVDdimensionality reduction

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