Which decomposition expresses a matrix as the product of a unitary matrix, a diagonal matrix, and another unitary matrix?
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Singular Value Decomposition (SVD)
SVD is a generalization of the eigendecomposition of a positive semidefinite normal matrix to any matrix. It is widely used in data compression, signal processing, and Principal Component Analysis (PCA).
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- Which matrix factorization decomposes a matrix into the form UΣV*, where U and V are unitary and Σ is diagonal?