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Chapter 7 Singular value decompositions

Chapter 4 demonstrated several important uses for the theory of eigenvalues and eigenvectors. For example, knowing the eigenvalues and eigenvectors of a matrix \(A\) enabled us to make predictions about the long-term behavior of dynamical systems in which some initial state \(\xvec_0\) evolves according to the rule \(\xvec_{k+1} = A\xvec_k\text{.}\)
We can’t, however, apply this theory to every problem we might meet. First, eigenvectors only exist when the matrix \(A\) is square, and we have seen situations, such as the least-squares problems in Section 6.5, where the matrices we’re interested in are not square. Second, even when \(A\) is square, there may not be a basis for \(\real^m\) consisting of eigenvectors of \(A\text{,}\) an important condition we required for some of our work.
This chapter introduces singular value decompositions, whose singular values and singular vectors may be viewed as a generalization of eigenvalues and eigenvectors. In fact, we will see that every matrix, whether square or not, has a singular value decomposition and that knowing it gives us a great deal of insight into the matrix. It’s been said that having a singular value decomposition is like looking at a matrix with X-ray vision as the decomposition reveals essential features of the matrix.