Singular Value Decomposition and Least Squares Solutions

  • Golub G
  • Reinsch C
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Abstract

Let A be a real m×n matrix with m≧n. It is well known (cf. [4]) that (1) $$A = U\sum {V^T}$$ where...

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Golub, G. H., & Reinsch, C. (1971). Singular Value Decomposition and Least Squares Solutions. In Handbook for Automatic Computation (pp. 134–151). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-86940-2_10

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