Singular value decomposition

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Author: Dr. Joseph F. Grcar, Lawrence Berkeley National Lab, Berkeley, CA

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Dr. Joseph F. Grcar accepted the invitation on 6 February 2007 (self-imposed deadline: 6 August 2007).

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.

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

was invited by the Editor-in-Chief on 3 February 2007.

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