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private:writeups:svd

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$X=\begin{bmatrix}

& & &

x_1 & x_2 & \dots & x_m

& & &

\end{bmatrix} =U\Sigma V^T =\begin{bmatrix}

& & &

u_1 & u_2 & \dots & u_n

& & &

\end{bmatrix} \begin{bmatrix} \sigma_1 & &
& \ddots &
& & \sigma_m
& & \end{bmatrix} \begin{bmatrix} \text{—} & v_1^T & \text{—}
\text{—} & v_2^T & \text{—}
\text{—} & \vdots & \text{—}
\text{—} & v_m^T & \text{—} \end{bmatrix}$

private/writeups/svd.1603048132.txt.gz · Last modified: 2020/10/18 19:08 by admin