Singular Value Decomposition
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