1. 三种奇异值分解
奇异值分解(Singular Value Decomposition, SVD)包含了:
- 完全奇异值分解(Complete Singular Value Decomposition, CSVD)
- 紧奇异值分解(Tight Singular Value Decomposition, TSVD)
- 截断奇异值分解(Truncated Singular Value Decomposition, TSVD)
note:这三种奇异值分解的区别主要在上,分别为包含所有奇异值;包含非0奇异值;