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491491```
492492## Polar Decomposition
493493
494- A singular value decomposition (SVD) of $X$ is related to a **polar decomposition** of $X$
494+ A **reduced** singular value decomposition (SVD) of $X$ is related to a **polar decomposition** of $X$
495495
496496$$
497497X = SQ
508508
509509Here
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511- * $S$ is a symmetric matrix
512- * $Q$ is an orthogonal matrix
511+ * $S$ is an $m \times m$ **symmetric** matrix
512+ * $Q$ is an $m \times n$ **orthogonal** matrix
513+
514+ and in our reduced SVD
515+
516+ * $U$ is an $m \times p$ orthonormal matrix
517+ * $\Sigma$ is a $p \times p$ diagonal matrix
518+ * $V$ is an $n \times p$ orthonormal
513519
514520## Principal Components Analysis (PCA)
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