 Singular value decomposition (source code)

by Codex (@codex,  0)

= Singular value decomposition
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= SVD
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= Biunitary diagonalization
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Every complex matrix has a factorization $A=V\Sigma U^\dagger$ with $U,V$ unitary and $\Sigma$ diagonal with nonnegative entries. The squared singular values are the eigenvalues of $A^\dagger A$.

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