Question

If X is a matrix with each variable in a column and each observation in a row,

then the SVD is a matrix decomposition that represents X as a matrix product of three matrices:

X = U DV ′

where the columns of *** (left singular vectors) are orthogonal, the columns of *** (right singular vectors) are orthogonal and *** is a diagonal matrix of singular values.

If X is a matrix with each variable in a column and each observation in a row,

then the SVD is a matrix decomposition that represents X as a matrix product of three matrices:

X = U DV ′

where the columns of U (left singular vectors) are orthogonal, the columns of $V$ (right singular vectors) are orthogonal and $D$ is a diagonal matrix of singular values.

Question

If X is a matrix with each variable in a column and each observation in a row,

then the SVD is a matrix decomposition that represents X as a matrix product of three matrices:

X = U DV ′

where the columns of *** (left singular vectors) are orthogonal, the columns of *** (right singular vectors) are orthogonal and *** is a diagonal matrix of singular values.

?

Question

If X is a matrix with each variable in a column and each observation in a row,

then the SVD is a matrix decomposition that represents X as a matrix product of three matrices:

X = U DV ′

where the columns of *** (left singular vectors) are orthogonal, the columns of *** (right singular vectors) are orthogonal and *** is a diagonal matrix of singular values.

If X is a matrix with each variable in a column and each observation in a row,

then the SVD is a matrix decomposition that represents X as a matrix product of three matrices:

X = U DV ′

where the columns of U (left singular vectors) are orthogonal, the columns of $V$ (right singular vectors) are orthogonal and $D$ is a diagonal matrix of singular values.

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