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SingularValueDecomposition

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SingularValueDecomposition[m]
gives the singular value decomposition for a numerical matrix m, as a list of matrices {u, w, v}, where w is a diagonal matrix, and m can be written as u.w.Conjugate[Transpose[v]].
SingularValueDecomposition[{m, a}]
gives the generalized singular value decomposition of m with respect to a.
SingularValueDecomposition[m, k]
gives the singular value decomposition associated with the k largest singular values of m.
SingularValueDecomposition[{m, a}, k]
gives the generalized singular value decomposition associated with the k largest singular values.
  • The matrix m may be rectangular.
  • The diagonal elements of w are the singular values of m.
  • u and v are column orthonormal matrices, whose transposes can be considered as lists of orthonormal vectors.
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