Factorization
W
=
R
2
F
3
S
3
P
SVD
W
=
U
Λ
V
Λ
must be rank 3
W’
= (
U
Λ
1/2
)(
Λ
1/2
V
)
=
U’
V’
Make
R
orthogonal
R
=
QU’ ,
S = Q
-1
V’
i
f
T
Q
T
Qi
f
=
1 …