Chapter 16

The Singular Value Decomposition

Matrix decomposition is a fundamental tool in linear algebra for understanding the action of a matrix, establishing its suitability to solve a problem, and for solving linear systems more efficiently and effectively. We have encountered an important decomposition already, the eigendecomposition for symmetric matrices (see Section 7.5). The topic of this chapter, the singular value decomposition (SVD), is a tool for more general, even nonsquare matrices. Figure 16.1 demonstrates one application of SVD, image compression.

Figure 16.1

Figure showing image compression: a method that uses the SVD. Far left: original image; second from left: highest compression; third from left: moderate compression; far right: method recovers original image. See Section 16.7 for details.

Image compression: a method that uses the SVD. Far left: original image; ...

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