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The Singular Value Decomposition
Singular values, the SVD, the pseudoinverse, low-rank approximation, and principal component analysis.
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An invertible matrix has singular values
10
10
10
and
2
2
2
.
Compute
κ
(
A
)
\kappa(A)
κ
(
A
)
.
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x
n
√
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AC
7
8
9
+
4
5
6
−
1
2
3
×
0
.
a
b
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