Dictionary:Singular-value decomposition (SVD)
Solving the matrix A for the positive square roots of the eigenvalues of AA where A
is the adjoint of the matrix A. A common and precise way of solving linear least-squares problems, similar to principal-component analysis and the Karhunen-Loeve transform. See[1].
References
- ↑ Lines, L. R; Treitel, S (1984). Tutorial: A review of least-squares inversion and its application to geophysical problems. 32. pp. 159-186. doi:10.1111/j.1365-2478.1984.tb00726.x.