Let the p q matrix A, with components a r i , be considered as defining
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Let the p × q matrix A, with components a r
i
, be considered as defining a linear transformation from the domain, R q, to the range in R p. Interpret the singular values of A as invariants under independent orthogonal transformation of the domain and range spaces. For the definition of singular values and their application in numerical linear algebra, see Chambers (1977, Section 5.e).
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Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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