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SVD, Cont'd
The values Wi are zero or positive and are called the "singular values".
The NRiC routine svdcmp() returns U, V, & W given A. You have to trust it (or test it yourself!).
- Uses Householder reduction, QR diagonalization, etc.
If A is square then we know:
This is fine so long as no Wi is too small (or 0).
Notes: