Singular value decomposition

Squares

Hypercube's shadow,
On flatland, it narrows, low,
Dimensions let go.
--ChatGPT

3. Singular value decomposition#

In this chapter, we turn to the singular value decomposition.

This chapter has two main objectives:

  1. To introduce the singular value decomposition and how to compute it.

  2. To discuss its many applications, including principle components analysis, low-rank approximation, pseudoinverses, and more.

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