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  2. Singular value decomposition - Wikipedia

    en.wikipedia.org/wiki/Singular_value_decomposition

    Specifically, the singular value decomposition of an complex matrix ⁠ ⁠ is a factorization of the form =, where ⁠ ⁠ is an ⁠ ⁠ complex unitary matrix, is an rectangular diagonal matrix with non-negative real numbers on the diagonal, ⁠ ⁠ is an complex unitary matrix, and is the conjugate transpose of ⁠ ⁠. Such decomposition ...

  3. Singular value - Wikipedia

    en.wikipedia.org/wiki/Singular_value

    Singular value - Wikipedia

  4. Moore–Penrose inverse - Wikipedia

    en.wikipedia.org/wiki/Moore–Penrose_inverse

    [14] [5] [17] If = is the singular value decomposition of ⁠ ⁠, then + = +. For a rectangular diagonal matrix such as ⁠ Σ {\displaystyle \Sigma } ⁠ , we get the pseudoinverse by taking the reciprocal of each non-zero element on the diagonal, leaving the zeros in place.

  5. Generalized singular value decomposition - Wikipedia

    en.wikipedia.org/wiki/Generalized_singular_value...

    The generalized singular value decomposition (GSVD) is a matrix decomposition on a pair of matrices which generalizes the singular value decomposition.It was introduced by Van Loan [1] in 1976 and later developed by Paige and Saunders, [2] which is the version described here.

  6. Higher-order singular value decomposition - Wikipedia

    en.wikipedia.org/wiki/Higher-order_singular...

    In multilinear algebra, the higher-order singular value decomposition (HOSVD) of a tensor is a specific orthogonal Tucker decomposition. It may be regarded as one type of generalization of the matrix singular value decomposition. It has applications in computer vision, computer graphics, machine learning, scientific computing, and signal ...

  7. Two-dimensional singular-value decomposition - Wikipedia

    en.wikipedia.org/wiki/Two-dimensional_singular...

    In linear algebra, two-dimensional singular-value decomposition (2DSVD) computes the low-rank approximation of a set of matrices such as 2D images or weather maps in a manner almost identical to SVD (singular-value decomposition) which computes the low-rank approximation of a single matrix (or a set of 1D vectors). SVD

  8. Numerical linear algebra - Wikipedia

    en.wikipedia.org/wiki/Numerical_linear_algebra

    The singular value decomposition of a matrix is = where U and V are unitary, and is diagonal.The diagonal entries of are called the singular values of A.Because singular values are the square roots of the eigenvalues of , there is a tight connection between the singular value decomposition and eigenvalue decompositions.

  9. Hankel matrix - Wikipedia

    en.wikipedia.org/wiki/Hankel_matrix

    The singular value decomposition of the Hankel matrix provides a means of computing the A, B, and C matrices which define the state-space realization. [4] The Hankel matrix formed from the signal has been found useful for decomposition of non-stationary signals and time-frequency representation.