From Wakapon
Contents
Matrix Decomposition Methods
QR Decomposition
SVD Decomposition
Singular Value Decomposition (SVD) is the process of decomposing a matrix A this way:
<math>\Biggl( A \Biggr] = \Biggl( U \Biggr] \dot \Biggl( \Sigma \Biggr] \dot \Biggl( V \Biggr]^T</math>