Polar $n$-Complex and $n$-Bicomplex Singular Value Decomposition and Principal Component Pursuit
نویسندگان
چکیده
منابع مشابه
Singular Value Decomposition (SVD) and Principal Component Analysis (PCA)
l=1 σlulv T l (1) ∀ l σl ∈ R, σl ≥ 0 (2) ∀ l, l 〈ul, ul′〉 = 〈vl, vl′〉 = δ(l, l) (3) To prove this consider the matrix AA ∈ R. Set ul to be the l’th eigenvector of AA . By definition we have that AAul = λlul. Since AA T is positive semidefinite we have λl ≥ 0. Since AA is symmetric we have that ∀ l, l 〈ul, ul′〉 = δ(l, l). Set σl = √ λl and vl = 1 σl Aul. Now we can compute the following: 〈vl, vl...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2016
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2016.2612171