Matrix Factorization, Matrix Decomposition, Svd, Singular Values, Mathematics.
eigenvalues. For the A^(*).A in our example, the characteristic equation is: | [9-λ, 12], [12, 41-λ] | = 0 Solving this equation gives us two eigenvalues, λ1 and λ2. The singular values are the square roots of these eigenvalues. Finally, U and V^() are also needed, which can be calculated by