J Jen New member Dec 16, 2010 #1 Using Singular Value Decomposition, how can I show: A = (U * ? * U^T) (U * V^T) = PQ, where P is an nxn positive semidefinite matrix with the same rank as A, and Q is an nxn orthogonal matrix?
Using Singular Value Decomposition, how can I show: A = (U * ? * U^T) (U * V^T) = PQ, where P is an nxn positive semidefinite matrix with the same rank as A, and Q is an nxn orthogonal matrix?