9/20/2011

SVD of a matrix dt is given as:
d-t = d-f *  f-f * t-f^T
d-f and t-f^T are orthonormal matrices
f-f is a diagonal matrix. Here the diagonal elements are s₁, s₂ ...... s_k where si=(ith eigen value of the d-d or t-t matrix)^1/2

^Ramya