Differential Equations and Linear Algebra, 7.2b: Singular Value Decomposition, SVD
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mathworks.com
Differential Equations and Linear Algebra, 7.2b: Singular Value Decomposition, SVD
The SVD factors each matrix A into an orthogonal matrix U times a diagonal matrix Σ (the singular value) times another orthogonal matrix V T : rotation times stretch times rotation.
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