Linear Algebra Note 7
Eigenvectors & Eigenvalues (2021.12.22 ~ 2021.12.29)
Singular Value Decomposition (SVD)
Theorem
$A_{m \times n} = U_{m \times m} \Sigma_{m \times n} V_{n \times n}$
where $U$ and $V$ are orthogonal matrix (orthogonal columns) $\implies U^{-1} = U^T, V^{-1} = V^T$
$\Sigma = \left[\begin{array}{c c c c c c c}
\sigma_1 & & & & & & \
& \sigma_2 & & & & & \