Singular Value Decomposition

• Joseph F. Grcar, Lawrence Berkeley National Lab, Berkeley, CA

This article will briefly cover: 1) definition of SVD and (I am not sure about the order): 2) history of the mathematical concept 3) use in data analysis (eg: principal component analysis) 4) survey of methods for computing.

Sponsored by: Eugene M. Izhikevich, Editor-in-Chief of Scholarpedia, the peer-reviewed open-access encyclopedia