Linear algebra cheat-sheet - Laurent Lessard

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Oct 12, 2016 · The singular value decomposition Every A 2Rm n can be factored as A (m n) = U 1 (m r) 1 (r r) VT 1 (n r)T (economy SVD) U 1 is orthogonal, its columns are the left singular vectors V 1 is orthogonal, its columns are the right singular vectors 1 is diagonal. ˙ 1 ˙ r >0 are the singular values Complete the orthogonal matrices so they become ...

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