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>