Singular Value Decomposition (SVD)
- Factorization of a matrix
- Factors
- Orthogonal Matrix, Diagonal Matrix, Orthogonal Matrix
- Orthogonal Matrix, Diagonal Matrix, Orthogonal Matrix
- A = U S Vt for any matrix A
- Symmetric metrix: eigenvectors are orthogonal
- Symmetric positive definite
- Orthogonal basis in the row space to orthogonal basis in the column space
- Strang MIT OCW