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Singular Value decomposition (SVD).pptx
1.
Singular Value decomposition
(SVD) Lino Garda Denaro
2.
Matrix X X =
𝑥1 𝑥2 … 𝑥𝑚 X ∈ ℂ𝑛×𝑚 where Data 1 Data 2 Data m Length of data in 𝑥1 (𝑛)
3.
Matrix X X =
𝑥1 𝑥2 … 𝑥𝑚 = UΣVT = 𝑢1 𝑢2 … 𝑢𝑚 Data 1 Data 2 Data m Length of data in 𝑥1 (𝑛)
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