SVD分解（python实现调用）

任何矩阵都可以通过SVD分解

from numpy import *
from numpy import linalg as la
if __name__ == '__main__':
    myl = [[4,0,5],[0,0,5]]
    myMat = mat(myl)
    U, Sigma, VT = la.svd(myMat)
    print("U:",U)
    print("Sigma:",Sigma)
    print("VT:",VT)

理论

https://zhuanlan.zhihu.com/p/81683945