Lecture 3 Modeling.pdf
Lecture 3 Modeling.pdf
Lecture 3 Modeling.pdf
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A∈R∃U,VAAtn×n(2) A ≠AA = UDVt∈ Rtn×n= ( UDVtsttU U)( UDVttI,tV Vsin gular value decomposition :)== ( UDV= I orthogonalt)( VDU(AB) T = B T A Tt2) = UD Utλ 1λ 2λ nwhere D =0..0.diagonal matrixλ 1 ≥λ 2 ≥… ≥λ n ≥ 03-80