The full form of SVD Transform is Singular Value Decomposition ‘Transform. © It depends upon the concept of Eigen Value and Eigen Vector Transform. The Singular Value Decomposition is widely used in image processing. ¥ It is data dependent transform . Y SVD is an effective numerical analysis tool used to analyze matrices. In SVD transformation, a matrix can be decomposed into three matrices that are of the same size as the original matrix. ¥ From the view point of linear algebra, an image is an array of non negative scalar entries that can be regarded as a matrix . © If A is an square matrix then it satisfy a equation AX=AX Where A= Eigen value X=Eigen vector Y In image processing Eigen Value Eigen Vector are useful to reduce matrixs . ¥ If Ais image matrix so it reduced by a transform by D=NAT#A‘N, ¥ The colum of matrix N are the normalized eigen vector of image A. ¥ An image file can be compressed in many ways and one such way to compress a JPEG image file is through Singular Value Decomposition.¥ This JPEG method is commonly used for photographs . APPLICATION OF S.V.D. TRANSFORM :- ¥ The process of Singular Value Decomposition can be used in many applications, including watermarking an image, computing weighted least squares, and optimal prediction Image Restoration ¥ Image Compression Y Object Recognition K.L.TRANSFORM_:- Y The full form of KL TRANSFORM is Karhunen Loeve Transform. ¥ K.L Transform is also depends upon the concept of Eigen Value and Eigen Vector . V It is used for transforming given set of measurement to new set of featured. ¥ Featured show higher information packing properties. ¥ This technique is also know as dimensionally reduction technique. ¥ KL Transform is applies to random signals/images and has wide applications in data reduction, rotation and data de correlation applications. ¥ Multispectral image shows larger co-relation therefore K.L. Transform is commonly used. YNow consider a population of random —_vector 1 z2 En, x=¥ The mean vector of the population is defined as: Mx=E{x}=[ml m2 ....... ma]‘T ¥ The covariance matrix of the population is defined as C=B{ (x-Mx)(x-Mx)‘T) ¥ For M vectors of a random population, where M is large enough. Mx=1/My it, xk ¥ Let A be a matrix whose rows are formed from the eigenvectors of the covariance matrix C of the population. ¥ They are ordered so that the first row of A is the eigenvector corresponding to the largest eigenvalue, and the last row the eigenvector corresponding to the smallest eigenvalue, Y We define the following transform: y=A(x-Mx) ¥ Itis called the Karhunen-Loeve transform.