TDSM 8.21

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What is singular value decomposition?

In linear algebra, the singular-value decomposition (SVD) is a factorization of a real or complex matrix. If we have matrix M the SVD is in a form of [math] M=UDV^T [/math] where D is diagonal (weighted identity matrix).


What is a singular value?

Each diagonal entries of D is called a singular value of M.


what is a singular vector?

The columns of U and the columns of V are called the left-singular vectors and right-singular vectors of M , respectively