Working Notes: a commonplace notebook for recording & exploring ideas.
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Singular Value Decomposition (Svd)
- Factorization of a matrix
- Factors
- [[Orthogonal Matrix]], [[Diagonal Matrix]], Orthogonal Matrix
- A = U S V^t for any matrix A
- Symmetric metrix: eigenvectors are orthogonal
- Symmetric positive definite
- Orthogonal basis in the row space to orthogonal basis in the column space
- [[Strang MIT OCW]]
— Kunal