Singular Value Decomposition - Reduced SVDs

Reduced SVDs

In applications it is quite unusual for the full SVD, including a full unitary decomposition of the null-space of the matrix, to be required. Instead, it is often sufficient (as well as faster, and more economical for storage) to compute a reduced version of the SVD. The following can be distinguished for an m×n matrix M of rank r:

Read more about this topic:  Singular Value Decomposition

Famous quotes containing the word reduced:

    Love is a taste for prostitution. In fact, there is no noble pleasure that cannot be reduced to Prostitution.
    Charles Baudelaire (1821–1867)