Question: Suppose that you are given a truncated SVD D QPT of rank-k. Show how you can use this solution to derive an alternative rank-k
Suppose that you are given a truncated SVD D ≈ QΣPT of rank-k. Show how you can use this solution to derive an alternative rank-k decomposition QΣPT in which the unit columns of Q (or/and P) might not be mutually orthogonal and the truncation error is the same.
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