A Note on Singular Value Decomposition ∗
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This note is intended to summarize the definition, properties, interpretation and applications of Singular Value Decomposition (SVD) described by Strang [?], Shilov [?], Johnson and Wichern [?] and Will [?]. 1 Definition Singular Value Decomposition (SVD) technique decomposes a m × n matrix A into the following factored form :
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