Linear Algebra and the C Language/a0dt
SVD: The number of rows is greater or equal to the number of columns
In linear algebra, the singular value decomposition (SVD) is a factorization of a real matrix into a rotation, followed by a rescaling followed by another rotation... Wikipedia: Singular value decomposition
Remark : This work led me to construct the pseudo inverse function even though there are sign problems.
The function:
Some Properties:
- S = U_T B V
- B = U S V_T
- Pinv = V invS U_T
- Pinv_Rn_mR(); ... Compute the left inverse: Ide = Pinv B
- U*UT and V*VT
Let us study the contribution of each singular value
Code study
The code