A singular value measures how strongly a matrix stretches along an orthogonal direction. In the decomposition A = UΣVᵀ, the diagonal entries of Σ are the nonnegative square roots of the eigenvalues of AᵀA, ordered from largest to smallest. section 4.5 section 4.5.1
The associated right singular vectors are orthogonal directions in the input space. Because AᵀA is symmetric positive semidefinite, its eigenvalues—and therefore the singular values derived from them—are nonnegative. section 4.5.1
Reading singular values in latent semantic analysis
A dataset with correlated terms x₀ and x₁ produces singular values 4867.56982, 118.05858, and 19.68604. The much smaller third value indicates a weak variation that can be ignored, leaving two meaningful topic directions. section 4.6.4
Equation 4.11
| A = UΣVT |
Use the decomposition equation to connect each singular value in Σ with the matrix transformation represented by UΣVᵀ. section 4.5

