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单词 singular value decomposition
释义

singular value decomposition

For an m×n matrix M of rank r, there exists an orthogonal m×m matrix P and an orthogonal n×n matrix Q such that

where D is an r×r diagonal matrix with decreasing positive entries. The pseudoinverse M+ of M is given by

Compare spectral theorem.

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更新时间:2025/4/30 12:58:57