I was posting a question on similar subject, and encountered another more important question. When I apply SVD to a matrix 'A' (code below) the output I get is
I am using the synth package in R to implement a synthetic control method, where I use the dataprep() function to construct the appropriate matrices to be passe
I am using truncated SVD from scikit-learn package. In the definition of SVD, an original matrix A is approxmated as a product A ≈ UΣV* where