Update _matrix_decomp.tex

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Luca Domeniconi
2024-10-27 17:17:38 +01:00
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parent cff26da369
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@ -116,7 +116,7 @@ we can construct a rank-1 matrix (dyad) $\matr{A}_i \in \mathbb{R}^{m \times n}$
where $\vec{u}_i \in \mathbb{R}^m$ is the $i$-th column of $\matr{U}$ and
$\vec{v}_i \in \mathbb{R}^n$ is the $i$-th column of $\matr{V}$.
Then, we can compose $\matr{A}$ as a sum of dyads:
\[ \matr{A}_i = \sum_{i=1}^{r} \sigma_i \vec{u}_i \vec{v}_i^T = \sum_{i=1}^{r} \sigma_i \matr{A}_i \]
\[ \matr{A} = \sum_{i=1}^{r} \sigma_i \vec{u}_i \vec{v}_i^T = \sum_{i=1}^{r} \sigma_i \matr{A}_i \]
\marginnote{Rank-$k$ approximation}
By considering only the first $k < r$ singular values, we can obtain a rank-$k$ approximation of $\matr{A}$: