Singular Value Decomposition, SVD Algorithm

SVD matrices are utilized in many engineering disciplines as well as finance industry.

In radio communications system, Multi Input Multi Output, MIMO architecture requires calculating inverse matrix of the channel.

The inverse matrix calculations are computationally very expensive, O (n3), and time and power consuming.

SVD matrix is utilized to diagonalize the channel matrix, therefore significantly reducing the computations for real time in mobile handset.

Finance industry use SVD to compress financial data, representing data using “less information” to save memory space.  SVD can be thought as data compression technique.

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