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What is D and P of a Matrix?

开发者 https://www.devze.com 2023-01-15 21:22 出处:网络
Just read something where it says to decompose a vector, say A. [U S V]=svds(A,2). Now, the document says to use the D an开发者_运维技巧d P of the decomposed vector in some other function. I guess

Just read something where it says to decompose a vector, say A.

[U S V]=svds(A,2).

Now, the document says to use the D an开发者_运维技巧d P of the decomposed vector in some other function. I guess, D is the diagonal elements S. What is P indicate ?

I guess, its a stupid question but I just cant figure it out.


One notation that comes to mind is the diagonalization of a real symmetric matrix, usually denoted A = PDP^T. In this case D is a diagnoal matrix of eigenvalues and P can be build from the corresponding eigenvectors

See e.g. http://en.wikipedia.org/wiki/Diagonalizable_matrix

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