“singular value decomposition”的概念、定义、习题解题方法及翻译-数学辞典

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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