Singular Value Decomposition and Polar Form
Singular Value Decomposition and Polar Form
Singular Value Decomposition and Polar Form
731
732 CHAPTER 14. SINGULAR VALUE DECOMPOSITION AND POLAR FORM
Similarly, f f ⇤ is self-adjoint.
A = V D U> = >
1 v1 u1 + ··· + >
r v r ur .
The idea is to keep only the k top singular values for some
suitable k ⌧ r for which k+1, . . . r are very small.
742 CHAPTER 14. SINGULAR VALUE DECOMPOSITION AND POLAR FORM
Remarks:
(1) In Strang [32] the matrices U, V, D are denoted by
U = Q2, V = Q1, and D = ⌃, and an SVD is
written as
A = Q1⌃Q> 2.
This has the advantage that Q1 comes before Q2 in
A = Q1⌃Q> 2.
A = RS.
Furthermore, R, S are unique if A is invertible, but this
is harder to prove.
A = U H.
| 1| · · · | n| = 1··· n.