Linear Algebra and the C Language/a0e1
SVD: The number of columns is greater to the number of rows
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 A V
- A = U S V_T
- Pinv = V invS U_T
- Pinv_Cn_mR(); ... Compute the right inverse: Ide = B Pinv
- U*UT and V*VT
Code study
The code