A tutorial on the singular value decomposition

An m x n real matrix A can be factored as; $UWV^T$ y where U and V are orthonormal, and W is upper left diagonal. This factorization is c&lled Singular Value Decomposition (SVDJ. The matrices U, W, and V are useful in characterizing the matrix A. In this manuscript geometric characterizations ar...

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Veröffentlicht in:Anadolu Üniversitesi, Mühendislik-Mimarlık Fakültesi dergisi = Journal of Engineering and Architectural Faculty of Anadolu University Mühendislik-Mimarlık Fakültesi dergisi = Journal of Engineering and Architectural Faculty of Anadolu University, 1996, Vol.9 (1), p.1-12
Hauptverfasser: KARAMANCIOĞLU, Abdurrahman, ÖZDEMİR, Can
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container_title Anadolu Üniversitesi, Mühendislik-Mimarlık Fakültesi dergisi = Journal of Engineering and Architectural Faculty of Anadolu University
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creator KARAMANCIOĞLU, Abdurrahman
ÖZDEMİR, Can
description An m x n real matrix A can be factored as; $UWV^T$ y where U and V are orthonormal, and W is upper left diagonal. This factorization is c&lled Singular Value Decomposition (SVDJ. The matrices U, W, and V are useful in characterizing the matrix A. In this manuscript geometric characterizations are emphasized. Geometric characterizations are analyzed in terms of subspaces, matrix scaling, and norms. We also present a numerical viewpoint for SVD in order to keep the material self-contained. In the last section we treat a special problem where action of the matrix A is restricted to a given subspace.
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subjects Alt uzay
amplification
amplifikasyon
Bozunma
decomposition
Matematik
Mathematics
Matris[matematik]
matrix[mathematics]
singular value decomposition
Subspace
Tekil değer ayrışımı
title A tutorial on the singular value decomposition
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