Title
The singular value decomposition of a matrix
![$A$](/pub/Sandbox/TestPage/latex5480083787fe12084aac60f1bcf72649.png)
is defined as
where
![$U$](/pub/Sandbox/TestPage/latex16259118e23f2d4c5e8b396553e0623e.png)
and
![$V$](/pub/Sandbox/TestPage/latex91f107ce7f6dcd4a2bfcd885d07f19c3.png)
are both matrices with orthonormal columns,
![$\{\cdot\}^H$](/pub/Sandbox/TestPage/latex72b1edf532dfbc339d59209a29f9cfc3.png)
indicates a complex-conjugate transpose, and
![$\Sigma$](/pub/Sandbox/TestPage/latexe07f3a41337fe8d2803246f69bf7f544.png)
is a diagonal matrix with singular values
along the main diagonal. Eq. (
1) is just one of the many matrix decompositions that exists for matrix
![$A$](/pub/Sandbox/TestPage/latex5480083787fe12084aac60f1bcf72649.png)
.
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TWiki Admin User - 2016-02-16
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