A Tutorial On The Singular Value Decomposition
Öz
An m y, n real matm A can be factored as ITWV , where V and V are
orthonormal, and W is upper left diagonal. Thîs factorization is called Singular Vaîue
Decomposilion (SVD). The matrlces U, W, and V are usefül in characterizing ıhe malrix A. in
this manuscript geometric characterizations are emphasized. Geometric characîerizations are
anaîyzed in terms ofsubspaces, matrix scaling, cmd norms. We also presenî a numerical viewpoint
for SVD m orcfer to keep the maîerial setf-contained. in the last section we îreat a special problem
where action ofîhe matrix A is restncted to a gıven subspace.
Anahtar Kelimeler
Singular values,matrix decomposition,matrix
A Tutorial On The Singular Value Decomposition
Abstract
An m y, n real matm A can be factored as ITWV , where V and V are
orthonormal, and W is upper left diagonal. Thîs factorization is called Singular Vaîue
Decomposilion (SVD). The matrlces U, W, and V are usefül in characterizing ıhe malrix A. in
this manuscript geometric characterizations are emphasized. Geometric characîerizations are
anaîyzed in terms ofsubspaces, matrix scaling, cmd norms. We also presenî a numerical viewpoint
for SVD m orcfer to keep the maîerial setf-contained. in the last section we îreat a special problem
where action ofîhe matrix A is restncted to a gıven subspace.
Keywords
Singular values,matrix decomposition,matrix