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singular value concept

DefinitionThe size of one rank-one term of the singular value decomposition, the square root of an eigenvalue of A transposed A. The count of nonzero ones is the rank, and their squares sum to the squared Frobenius norm. Primer L, equations L.17 and L.18.
ExampleRows (1, 2) and (2, 4) have singular values 5 and 0, so the rank is one.
BookData Mining as Observation, draft 0.2, commit f3914f0; entry id singular-value, kind concept.
Statusno ledger row names this entry. Corrections: none recorded.
Defining equation

Book equation L.17.

Assumptions and scopenone
Prior artnone recorded
Evidencenone
Reviewedsemantic review 2026-09-09; generated 2026-09-10 from records at the commits on the provenance page.

Equation

Book equation L.17.

\[A^{\top}A\,v_i=\sigma_i^{2}\,v_i,\qquad u_i=\frac{Av_i}{\sigma_i},\qquad \Sigma=\frac{A^{\top}A}{n}\ \text{for centered } A.\]

Book equation L.18.

\[\|A\|_F^{2}=\sum_{i,j}A_{ij}^{2}=\sum_i\sigma_i^{2},\qquad \min_{\operatorname{rank}B\le k}\|A-B\|_F^{2}=\sum_{i>k}\sigma_i^{2}.\]

Conditions

none

Ledger

none

First stated

Primer L section L.8 of Data Mining as Observation, added in draft 0.3 (2026-09-09) for the ECE 514 readers whose first courses are far behind. The idea is standard and TSK Appendix A covers it at length.

Measurements

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Failures and corrections

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Invariance envelope

none declared

Machine checked

none

Used in

Data Mining as Observation primer L, chapters 0, 9.

Related

singular value decomposition; rank; Frobenius norm; spectrum.

See also

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Status

Generated 2026-09-10 by encyclopedia/generate.py; book at observation-data-mining f3914f0; the commit of every record is listed in the encyclopedia’s provenance.

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