SVD and application 奇异值分解及其应用

Thesingularvaluedecomposition(SVD)isnotonlyaclassicaltheoryinmatrixcomputationandanalysis,butalsoisapowerfultoolinma-chinelearningandmoderndataanalysis.InthistutorialwefirststudythebasicnotionofSVDandthenshowthecentralroleofSVDinma-trices.Usingmajorizationtheory,weconsidervari