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Linear Algebra and the C Language/a0dt
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SVD: The number of rows is greater or equal to the number of columns
In linear algebra, the singular value decomposition (SVD) is a factorization of a real matrix into a rotation, followed by a rescaling followed by another rotation... Wikipedia: Singular value decomposition
Remark : This work led me to construct the pseudo inverse function even though there are sign problems.
The function:
Random values
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Some Properties:
S = U_T B V
B = U S V_T
Pinv = V invS U_T
Pinv_Rn_mR(); ... Compute the left inverse: Ide = Pinv B
U*UT and V*VT
Code study
The code
svd_V_Rn_mR(); svd_U_Rn_mR();