Simple Algorithms for the Partial Singular Value Decomposition
John C. M. Nash · The Computer Journal · 1987
The singular value decomposition (svd) is usually calculated by the Golub/Kahan QR algorithm. Two simple alternative methods for the partial or complete svd are described which are suited for special applications. Both of these can be implemented easily by the user, even on low-capacity microcomputers. Various properties and limitations of these two methods are discussed.