Singular Value Decomposition (matrix factorization)
Recall that columns of 1are all linear independent (orthogonal matrices), then from diagonalization (5=67612), we get: •The columns of 1are the eigenvectors of the matrix !!/ How can we compute an SVD of a matrix A ? 1. Evaluate the /eigenvectors 8 3 and eigenvalues 9 3 of !/! 2. Make a matrix 2from the normalized vectors 8 3. The columns are ...
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