Svd, Dropout Regularization, Portfolio Management.
for any non-symmetric matrix M, M’M is square and symmetric, hence: Note that λ_1, …, λ_n and v_1, …, v_n are eigenvalues and eigenvectors for M’M. Before we can define singular values of a non-symmetric matrix, we need to show that all λ’s are positive: For a given non-symmetric matrix M, let λ_1,