Lecture 29: Singular value decomposition
Calculation 4 4 Suppose A is the invertible matrix −3 3 . We want to find vectors v1 and v2 in the row space R2, u1 and u2 in the column space R2, and positive numbers σ1 and σ2 so that the vi are orthonormal, the ui are orthonormal, and the σi are the scaling factors for which Avi = σiui. This is a big step toward finding orthonormal matrices V and U and a di
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