Chapter 8: The Singular Value Decomposition
Daniela Calvetti, Erkki Somersalo · Society for Industrial and Applied Mathematics eBooks · 2022
The singular value decomposition (SVD) is, arguably, the most powerful matrix factorization in linear algebra. Unlike other factorizations that may be applicable only to restricted classes of matrices, the SVD, the most democratic of factorizations, exists regardless of the dimensions of the matrix.