THE SMART TRICK OF COMPONENT THAT NO ONE IS DISCUSSING

below Σ is an n-by-p rectangular diagonal matrix of good quantities σ(k), called the singular values of X; U is really an n-by-n matrix, the columns of that happen to be orthogonal unit vectors of size n known as the left singular vectors of X; and W is usually a p-by-p matrix whose columns are orthogonal unit vectors of length p and known as the