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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
    • A = Q A Q^T
  • Orthogonal basis in the row space to orthogonal basis in the column space
  • [[Strang MIT OCW]]

— Kunal