Matrices

Matrix Decomposition Methods

SVD Decomposition

Singular Value Decomposition (SVD) is the process of decomposing a matrix A this way:

<math>\Biggl\[ A \Biggr]</math>

= \Biggl\[ U \Biggr] \dot \Biggl\[ \Sigma \Biggr] \dot \Biggl\[ V \Biggr]^T</math>