In the Singular Value Decomposition A = UΣVᵀ, the columns of which matrix are called the left singular vectors?
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U
The columns of U are the eigenvectors of AAᵀ, while the columns of V are the eigenvectors of AᵀA. The diagonal elements of Σ are the square roots of the non-zero eigenvalues of both AAᵀ and AᵀA.
Also asked as:
- In the SVD equation A = UΣVᵀ, which matrix contains the left singular vectors in its columns?