SingularValueDecomposition

SingularValueDecomposition[m]
gives the singular value decomposition for a numerical matrix m as a list of matrices , 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.

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