Linear Algebra, Matrix, Matrix Decomposition, Eigenvectors, Pca.
lemmas that we are going to be using in SVD part. Polar Decomposition Any matrix A can be decomposed into Q; orthogonal matrix and P; positive semi definite— A=QP. It can be shown that if A is normal matrix, then there exists a unique positive semi definite matrix P that is symmetric. Now, say A=QS