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:

    Drill and uniforms impose an architecture on the crowd. An army’s beautiful. But that’s not all; it panders to lower instincts than the aesthetic. The spectacle of human beings reduced to automatism satisfies the lust for power. Looking at mechanized slaves, one fancies oneself a master.
    Aldous Huxley (1894–1963)