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Results tagged with svd
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user 8101
Singular value decomposition (SVD) of a matrix $\mathbf{A}$ is given by $\mathbf{A} = \mathbf{USV}^\top$ where $\mathbf{U}$ and $\mathbf{V}$ are orthogonal matrices and $\mathbf{S}$ is a diagonal matrix.
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Testing for linear dependence among the columns of a matrix
I have a correlation matrix of security returns whose determinant is zero. (This is a bit surprising since the sample correlation matrix and the corresponding covariance matrix should theoretically be …
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