Singular Value Decomposition

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Authors: Ahmed Al-Muraeb
Cited by: 0

Abstract

This chapter covers the especially important and dominant matrix factorization algorithm of singular value decomposition (SVD). This includes the following: Brief and sufficient mathematical descriptions of two algorithms—Jacobi and BDC—to compute SVD are provided. In-place references are included, for further reading. C++ implementations using the Eigen library are explained.

Fields of Study & Subjects

Matrix Theory and Algorithms Statistical and numerical algorithms Numerical Methods and Algorithms

Publication details

Journal / source
Chapman & Hall/CRC eBooks
Pages
80–94
Publication date
28 January 2026
Language
EN
Document type
Book chapter