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public:the_equivalence_of_svd_and_eigendecomposition

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The equivalence of SVD and eigendecomposition

a = rand(4, 3);
a = a - mean(a);
[U, S, V_svd] = svd(a);
[V_eig, D, W ]= eig(a * a');
 
% a == U * S * V_svd'
% a * a' == U * S * V_svd' * V_svd * S' * U'
% V_eig == W
% S.^2 == D (subject to the different ordering of eigenvalues)
public/the_equivalence_of_svd_and_eigendecomposition.1559651450.txt.gz · Last modified: 2019/06/04 12:30 by fangfufu