SVD

Back to Matrix Decompositions

Singular Value Decomposition: factorizes any m x n matrix A into U * Sigma * V^T, where U and V are orthogonal and Sigma is diagonal with non-negative singular values. The most versatile matrix decomposition. Used in dimensionality reduction, recommender systems, image compression, and pseudoinverse computation.

mathematics-for-cs linear-algebra matrix-decompositions svd