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:<math> \| \mathbf{E}' - \mathbf{E}_{\rm est} \| </math> |
:<math> \| \mathbf{E}' - \mathbf{E}_{\rm est} \| </math> |
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where <math> \mathbf{E}_{\rm est} </math> is the resulting matrix from Step 2 and the [[ |
where <math> \mathbf{E}_{\rm est} </math> is the resulting matrix from Step 2 and the [[Frobenius matrix]] norm is used. The solution to the problem is given by first computing a [[singular value decomposition]] of <math> \mathbf{E}_{\rm est} </math>: |
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:<math> \mathbf{E}_{\rm est} = \mathbf{U} \, \mathbf{S} \, \mathbf{V}^{T} </math> |
:<math> \mathbf{E}_{\rm est} = \mathbf{U} \, \mathbf{S} \, \mathbf{V}^{T} </math> |