### Sorting singular values

Verfasst:

**29. Nov 2007 15:53**Today in class we discussed assignment 2, problem 2 and we talked about sorting the singular values / eigenvalues before computing the cumulative variance. I just noticed that this is actually not necessary.

The singular values on the diagonal of S (let X = USV) should already be sorted.

From my ML notes:

The singular values on the diagonal of S (let X = USV) should already be sorted.

From my ML notes:

[...]

All diagonal elements of S are non-negative and in non-increasing order:

s_1 >= s_2 >= ... s_p >= 0

where p = min(n,m)