A Tutorial On The Singular Value Decomposition

An m y, n real matm A can be factored as ITWV , where V and V are

A Tutorial On The Singular Value Decomposition

An m y, n real matm A can be factored as ITWV , where V and V areorthonormal, and W is upper left diagonal. Thîs factorization is called Singular VaîueDecomposilion (SVD). The matrlces U, W, and V are usefül in characterizing ıhe malrix A. inthis manuscript geometric characterizations are emphasized. Geometric characîerizations areanaîyzed in terms ofsubspaces, matrix scaling, cmd norms. We also presenî a numerical viewpointfor SVD m orcfer to keep the maîerial setf-contained. in the last section we îreat a special problemwhere action ofîhe matrix A is restncted to a gıven subspace.

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