Dimensionality Reduction, Svd, Singular Values, Matrix Factorization, Eigenvectors.
of these three matrices will be A — m x n matrix U — m x k matrix Sigma — k x k matrix V — n x k matrix Step 1 So, as the first step, we need to find eigenvalues (watch the video provided below to get an understanding of eigenvalues and eigenvectors) of matrix A and as A can be a rectangular