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Singular value

Square roots of the eigenvalues of the self-adjoint operator

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In mathematics, in particular functional analysis, the singular values of a compact operator T : X β†’ Y {\displaystyle T:X\rightarrow Y} acting between Hilbert spaces X {\displaystyle X} and Y {\displaystyle Y} , are the square roots of the (necessarily non-negative) eigenvalues of the self-adjoint operator T βˆ— T {\displaystyle T^{*}T} (where T βˆ— {\displaystyle T^{*}} denotes the adjoint of T {\displaystyle T} ). The singular values are non-negative real numbers, usually listed in decreasing order (Οƒ1(T), Οƒ2(T), …). The largest singular value Οƒ1(T) is equal to the operator norm of T (see Min-max theorem).

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