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Singular Value Decomposition (the SVD)

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MIT RES.18-009 Learn Differential Equations: Up Close with Gilbert Strang and Cleve Moler, Fall 2015
View the complete course: http://ocw.mit.edu/RES-18-009F15
Instructor: Gilbert Strang

The SVD factors each matrix into an orthogonal matrix times a diagonal matrix (the singular value) times another orthogonal matrix: rotation times stretch times rotation.

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