Approximation of Matrices

• Can write A = UWV T as:

• If most of the singular values Wk are small, then A is well-approximated by only a few terms in the sum (strategy: sort Wk's in descending order).

• For large memory savings, just store the columns of U and V corresponding to non-negligible Wk's.

• Useful technique for digital image processing.

Notes: