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lines changed Original file line number Diff line number Diff line change @@ -491,7 +491,7 @@ print(f'rank X = {rr}')
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```
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## Polar Decomposition
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- A singular value decomposition (SVD) of $X$ is related to a **polar decomposition** of $X$
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+ A **reduced** singular value decomposition (SVD) of $X$ is related to a **polar decomposition** of $X$
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$$
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X = SQ
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Here
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- * $S$ is a symmetric matrix
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- * $Q$ is an orthogonal matrix
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+ * $S$ is an $m \times m$ **symmetric** matrix
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+ * $Q$ is an $m \times n$ **orthogonal** matrix
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+ and in our reduced SVD
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+ * $U$ is an $m \times p$ orthonormal matrix
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+ * $\Sigma$ is a $p \times p$ diagonal matrix
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+ * $V$ is an $n \times p$ orthonormal
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## Principal Components Analysis (PCA)
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