Journals / Eskişehir Osmangazi Üniversitesi Mühendislik ve Mimarlık Fakültesi Dergisi / 1996 / Cilt: 9 Sayı: 1

A Tutorial On The Singular Value Decomposition

Pages
1–12
DOI
—

Abstract

An m y, n real matm A can be factored as ITWV , where V and V areorthonormal, and W is upper left diagonal. Thîs factorization is called Singular VaîueDecomposilion (SVD). The matrlces U, W, and V are usefül in characterizing ıhe malrix A. inthis manuscript geometric characterizations are emphasized. Geometric characîerizations areanaîyzed in terms ofsubspaces, matrix scaling, cmd norms. We also presenî a numerical viewpointfor SVD m orcfer to keep the maîerial setf-contained. in the last section we îreat a special problemwhere action ofîhe matrix A is restncted to a gıven subspace.

Özet

An m y, n real matm A can be factored as ITWV , where V and V are

Keywords: Singular values, matrix decomposition, matrix