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4 Singular Value Decomposition (SVD) - Princeton University

4 Singular Value Decomposition (SVD) The singular value decomposition of a matrix A is the factorization of A into the product of three matrices A = UDVT where the columns of U and V are orthonormal and the matrix D is diagonal with positive real entries. The SVD is useful in many tasks. Here we mention two examples.

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  Value, Singular, Decomposition, Singular value decomposition

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