Machine Learning, Python, Programming, Data Science, Editors Pick.
change in the shape of the matrices U and Σ (if one of the diagonal values of Σ is zero, Vᵀ also suffers a shape change). If the diagonal values of Σ are all positives, thus r = n, we discard the right half of the U matrix (the orthogonal complement of U), which gives U a rectangular m × r shape.