<jupyter_start><jupyter_text>NoteFor `Solve rank-deficient system with SVD`, you will need* `lls_with_svd`* `svd_pseudo_inverse`* `fat_sigma`<jupyter_code>def fat_sigma(S, U_shape, Vt_shape):
    '''
    Construct a full sigma from an 1D one
    Given the dimensions of U and Vt from
    SVD
    '''
    res = np.zeros((U_shape[1], Vt_shape[0]))
    for i in range(len(S)):
        res[i][i] = S[i]
    return res
# Workspace<jupyter_output><empty_output>
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