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Lecture 3 Modeling.pdf

Lecture 3 Modeling.pdf

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Singular Value DecompositionA∈R(1) A =n×ntt∃Q∈ R st QQ = I { Q Q = I}orthogonalsingularvalue decomposition :A =n×nAtQDQt{ At= ( QDQt)t= ( Qt)ttD Qt=QDQt=A}λ 1λ 2λ nwhere D =0..0.diagonal matrixλ 1 ≥λ 2 ≥… ≥λ n ≥ 03-79

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