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Singular Value Decomposition

Unsolved
Linear Algebra

Difficulty: 1 | Problem written by Mr. Umair

Educational Resource: https://towardsdatascience.com/understanding-singular-value-decomposition-and-its-application-in-data-science-388a54be95d


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Given a 2D NumPy array, your function will perform Singular Value Decomposition (SVD):

\( {\displaystyle \mathbf {M} =\mathbf {U\Sigma V^{*}} }\)  

Your function will return three values U, s (sigma), and V in a list with 3 elements.

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Sample Input:
<class 'list'>
arr: [array([8, 8, 3, 7, 7, 0, 4]), array([2, 5, 2, 2, 2, 1, 0])]

Expected Output:
<class 'list'>
[array([[-0.93747507, -0.34805244], [-0.34805244, 0.93747507]]), array([16.86457596, 2.93020094]), array([[-0.48598349, -0.54789772, -0.2080414 , -0.43039507, -0.43039507, -0.02063808, -0.22235366], [-0.31037781, 0.64942845, 0.2835276 , -0.19159673, -0.19159673, 0.31993542, -0.47512432]])]

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numpy has been already imported as np (import numpy as np)