I have an $(N \times M)$ matrix $A$ with $M \gg N$, $M$ being millions and $N$ hundreds, and I want to do $SVD$ on the matrix $A$. Can I do this calculation using $A\cdot A$ (the covariance matrix)?
2026-03-26 10:57:57.1774522677
how to do SVD using the covariance matrix
355 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At
1
There are 1 best solutions below
Related Questions in MATRICES
- How to prove the following equality with matrix norm?
- I don't understand this $\left(\left[T\right]^B_C\right)^{-1}=\left[T^{-1}\right]^C_B$
- Powers of a simple matrix and Catalan numbers
- Gradient of Cost Function To Find Matrix Factorization
- Particular commutator matrix is strictly lower triangular, or at least annihilates last base vector
- Inverse of a triangular-by-block $3 \times 3$ matrix
- Form square matrix out of a non square matrix to calculate determinant
- Extending a linear action to monomials of higher degree
- Eiegenspectrum on subtracting a diagonal matrix
- For a $G$ a finite subgroup of $\mathbb{GL}_2(\mathbb{R})$ of rank $3$, show that $f^2 = \textrm{Id}$ for all $f \in G$
Related Questions in SVD
- Singular values by QR decomposition
- Are reduced SVD and truncated SVD the same thing?
- Clarification on the SVD of a complex matrix
- Sufficient/necessary condition for submatrix determinant (minor) that decreases with size?
- Intuitive explanation of the singular values
- SVD of matrix plus diagonal matrix and inversed
- Fitting a sum of exponentials using SVD
- Solution to least squares problem
- Are all three matrices in Singular Value Decomposition orthornormal?
- Solving linear system to find weights in $[0,1]$
Related Questions in COVARIANCE
- Let $X, Y$ be random variables. Then: $1.$ If $X, Y$ are independent and ...
- Correct formula for calculation covariances
- How do I calculate if 2 stocks are negatively correlated?
- Change order of eigenvalues and correspoding eigenvector
- Compute the variance of $S = \sum\limits_{i = 1}^N X_i$, what did I do wrong?
- Bounding $\text{Var}[X+Y]$ as a function of $\text{Var}[X]+\text{Var}[Y]$
- covariance matrix for two vector-valued time series
- Calculating the Mean and Autocovariance Function of a Piecewise Time Series
- Find the covariance of a brownian motion.
- Autocovariance of a Sinusodial Time Series
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
You cannot. Once you built $A^TA$ the left hand side singular vectors are lost. You can only solve it for the right vectors. Of course square root of eigenvalues will be your singular values.