# Singular Value Decomposition (SVD)

- Factorization of a matrix
- Factors

- Orthogonal Matrix, Diagonal Matrix, Orthogonal Matrix

- Orthogonal Matrix, Diagonal Matrix, Orthogonal Matrix
- A = U S V
^{t}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