Since we are in ELI5, it seems that the concept of low rank approximation is required to understand this method. (1) https://en.wikipedia.org/wiki/Low-rank_app

Since we are in ELI5, it seems that the concept of low rank approximation is required to understand this method. (1) https://en.wikipedia.org/wiki/Low-rank_approximation https://en.wikipedia.org/wiki/Low-rank_approximation Edited: By the way, it seems to me that there is an error in the wikipedia page because if the Low-rank approximation takes a larger rank then the bound of the error should decrease, and in this page the error increases.