*The non-zero singular values of M (found on the diagonal entries of Σ) are the square roots of the non-zero eigenvalues of both <math>M^*M</math> and <math>MM^*</math>. | *The non-zero singular values of M (found on the diagonal entries of Σ) are the square roots of the non-zero eigenvalues of both <math>M^*M</math> and <math>MM^*</math>. |