Singular Value

Author

Eric W. Weisstein
May 28, 2002

This notebook downloaded from http://mathworld.wolfram.com/notebooks/LinearAlgebra/SingularValue.nb.

For more information, see Eric's MathWorld entry http://mathworld.wolfram.com/SingularValue.html.

©2005 Wolfram Research, Inc. except for portions noted otherwise

Example

MatrixForm[r=Table[Random[Complex],{2},{2}]]

ColumnForm[{u,w,v}=SingularValues[r]]

Sqrt[Eigenvalues[Transpose[Conjugate[r]].r]]

MatrixForm[Conjugate[Transpose[u]].DiagonalMatrix[w].v]