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Copy file name to clipboardExpand all lines: lectures/svd_intro.md
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@@ -939,7 +939,7 @@ But for now, let's proceed under the assumption that both of the preceding two
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Form an eigendecomposition of the $m \times m$ matrix $\tilde A = U^T \check A U$ defined in equation {eq}`eq:Atilde0`:
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Form an eigendecomposition of the $m \times m$ matrix $\tilde A = U^T \hat A U$ defined in equation {eq}`eq:Atilde0`:
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$$
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\tilde A = W \Lambda W^{-1}
@@ -949,7 +949,7 @@ where $\Lambda$ is a diagonal matrix of eigenvalues and $W$ is an $m \times m$
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matrix whose columns are eigenvectors corresponding to rows (eigenvalues) in
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$\Lambda$.
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Note that when $U U^T = I_{m \times m}$, as is true with a full SVD of $X$ (but as is **not** true with a reduced SVD)
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When $U U^T = I_{m \times m}$, as is true with a full SVD of $X$, it follows that
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$$
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\hat A = U \tilde A U^T = U W \Lambda W^{-1} U^T
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We also have the following
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**Corollary:** Assume that the integer $r$ satisfies $1 \leq r < p$. Instead of defining $\tilde A$ according to equation
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{eq}`eq:Atilde0`, define it as the following $r \times r$ counterpart
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**Corollary:** Assume that the integer $r$ satisfies $1 \leq r < p$. As a counterpart of $\tilde A$ defined above in equation {eq}`eq:Atilde0` with a full SVD, instead use a reduced SVD to redefine $\tilde A$ as the following $r \times r$ counterpart
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