Essential Math, Machine Learning, Deep Learning, Mathematics, Data Science.
n. There are two singular values in the matrix Σ. The transformation associated with A is decomposed into a first rotation in ℝⁿ (associated with V^T, in the example, ℝ²), a scaling going from ℝⁿ to ℝᵐ (in the example, from ℝ² to ℝ³), and a rotation in the output space ℝᵐ (in the example, ℝ³).