SVD

SVD and Eckart-Young Theorem
By expanding the reduced SVD of a matrix A, one obtains :
A = i siuiv'i i = 1, 2, ..., r ...

SVD and Signal Processing: Algorithms, Analysis and Applications, edited by Ed. F. Deprettere, Elsevier Science Publishers, North Holland, 1988. SVD and Signal Processing II: Algorithms, Analysis and Applications, edited by R.

Independent component analysis (ICA).
Principal component analysis (PCA) (also called Karhunen-Loève transform - KLT).
Singular value decomposition (SVD).
Factor analysis.

See also: Singular Value Decomposition, Demon, Regression, Principal Component Analysis, PCA