Theorem

Suppose are the orthogonal eigenvectors of , ordered so that their corresponding eigenvalues satisfy . Suppose also that has non-zero singular values, . Then the set of vectors, is an orthogonal basis for , and the set is an orthogonal basis for , and .

Using the same assumptions as above, it can be shown that, or is an orthogonal basis for

  • Left Singular Vectors are the basis for
  • Right Singular Vectors are the eigenvectors of