Singular Value Decomposition (SVD):
where:
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SVD is a factorization of a real or complex matrix that generalizes the eigendecomposition of a square normal matrix to any m × n matrix via an extension of the polar decomposition.
The calculator computes the SVD using the equation:
Where:
Explanation: The SVD decomposes any matrix into two orthogonal matrices and a diagonal matrix containing the singular values.
Details: SVD has applications in signal processing, statistics, semantic analysis, image compression, and principal component analysis.
Tips: Enter your matrix with each row on a new line and elements separated by spaces or commas. The matrix must be rectangular (all rows same length).
Q1: What are singular values?
A: Singular values are non-negative real numbers that indicate the magnitude of the matrix's action in different directions.
Q2: How is SVD different from eigendecomposition?
A: SVD works for any m × n matrix, while eigendecomposition only works for square matrices. Also, SVD always exists and is numerically stable.
Q3: What do the U and V matrices represent?
A: U contains the left singular vectors (output directions), V contains the right singular vectors (input directions).
Q4: Are there limitations to SVD?
A: For very large matrices, computation can be expensive. Also, interpretation of results requires understanding of linear algebra concepts.
Q5: What are some practical uses of SVD?
A: Image compression (JPEG), recommendation systems, noise reduction, and solving linear least squares problems.