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Singular value decomposition
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=== Relation to the four fundamental subspaces === * The first {{tmath|r}} columns of {{tmath|\mathbf U}} are a basis of the [[column space]] of {{tmath|\mathbf M}}. * The last {{tmath|m-r}} columns of {{tmath|\mathbf U}} are a basis of the [[null space]] of {{tmath|\mathbf M^*}}. * The first {{tmath|r}} columns of {{tmath|\mathbf V}} are a basis of the column space of {{tmath|\mathbf M^*}} (the [[row space]] of {{tmath|\mathbf M}} in the real case). * The last {{tmath|n-r}} columns of {{tmath|\mathbf V}} are a basis of the null space of {{tmath|\mathbf M}}.
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