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The singular value decomposition of a matrix $A$ is defined as
  \begin{displaymath} A = U \Sigma V^H \end{displaymath} (1)
where $U$ and $V$ are both matrices with orthonormal columns, $\{\cdot\}^H$ indicates a complex-conjugate transpose, and $\Sigma$ is a diagonal matrix with singular values
\[ \sigma_1 > \sigma_2 > \cdots > \sigma_n \geq 0 \]
along the main diagonal. Eq. (1) is just one of the many matrix decompositions that exists for matrix $A$.


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Topic revision: r2 - 2016-02-19 - TWikiGuest
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