I have tried to replicate a portion of this matrix decomposition system in LaTeX, but I am unable to draw the first and the last matrices with rectangular boxes.
This is what I could do until now, which of course, is easy to write. I can use LatexDraw to draw this figure, but the figure will not look very elegant as this one:
\begin{equation}
\underbrace{\mathbf{A}}_{W \times D} = \underbrace{\mathbf{U}}_{W \times W} \times \underbrace{\mathbf{\Sigma}}_{W\times D} \times \underbrace{\mathbf{V}^{\text{T}}}_{D \times D} =
\left(
\begin{array}{ccccc}
\sigma_1\\
& . & & \text{\huge0}\\
& & .\\
& \text{\huge0} & & \sigma_r\\
& & & & 0
\end{array}
\right)
\end{equation}
Best Answer
Using TikZ and some
matrix of math nodes
:The code:
The few missing elements are easy to add.