# SingularValueDecomposition

gives the singular value decomposition for a numerical matrix m as a list of matrices {u,σ,v}, where σ is a diagonal matrix and m can be written as u.σ.ConjugateTranspose[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,UpTo[k]]

gives the decomposition for the k largest singular values, or as many as are available.

# Details and Options

- The matrix m may be rectangular.
- The diagonal elements of σ are the singular values of m.
- SingularValueDecomposition sets to zero any singular values that would be dropped by SingularValueList.
- The option Tolerance can be used as in SingularValueList to determine which singular values will be considered to be zero. »
- u and v are column orthonormal matrices, whose transposes can be considered as lists of orthonormal vectors.
- SingularValueDecomposition[{m,a}] gives a list of matrices {{u,ua},{w,wa},v} such that m can be written as u.w.ConjugateTranspose[v] and a can be written as ua.wa.ConjugateTranspose[v]. »
- SingularValueDecomposition[m,UpTo[k]] gives the decomposition for the k largest singular values, or as many as are available.
- With the setting TargetStructure->"Structured", SingularValueDecomposition[m] returns the matrices {u,σ,v} as structured matrices.

# Examples

open allclose all## Basic Examples (3)

## Scope (18)

### Basic Uses (7)

Find the singular value decomposition of a machine-precision matrix:

Singular value decomposition of a complex matrix:

Singular value decomposition for an exact matrix:

Singular value decomposition for an arbitrary-precision matrix:

Singular value decomposition of a symbolic matrix:

The singular value decomposition of a large numerical matrix is computed efficiently:

### Subsets of Singular Values (5)

Find the singular value decomposition associated with the three largest singular values of a matrix:

Unlike the full decomposition, these matrices do not recreate any part of the matrix exactly:

Find singular value decomposition associated with the three smallest singular values:

Find the "compact" decomposition associated with the nonzero singular values:

This decomposition still has sufficient information to reconstruct the matrix:

The full singular value decomposition contains a row of zeros:

Find the "thin" decomposition of a non-rectangular matrix:

This decomposition still has sufficient information to reconstruct the matrix:

The full singular value decomposition contains rows or columns of zeros in a rectangular :

Find the decomposition associated with the three largest singular values, or as many as there are if fewer:

Compute a truncated singular value decomposition for a matrix with repeated singular values:

Repeated singular values are counted separately when doing a partial decomposition:

### Generalized Singular Value Decomposition (2)

### Special Matrices (4)

Singular value decomposition of sparse matrices:

Find the decomposition associated to the three largest singular values:

Visualize the three right-singular vectors:

Singular value decomposition of structured matrices:

The units go with the singular values:

Singular value decomposition of an identity matrix:

and could have been chosen to be identity matrices—the decomposition is not unique:

Singular value decomposition of HilbertMatrix:

## Options (3)

### Tolerance (1)

### TargetStructure (2)

With TargetStructure->"Dense", the result of SingularValueDecomposition is a list of three dense matrices:

With TargetStructure->"Structured", the result of SingularValueDecomposition is a list containing two OrthogonalMatrix objects and a DiagonalMatrix:

With TargetStructure->"Dense", the result of SingularValueDecomposition is a list of three dense matrices:

With TargetStructure->"Structured", the result of SingularValueDecomposition is a list containing two UnitaryMatrix objects and a DiagonalMatrix:

## Applications (11)

### Geometry of SVD (5)

Compute the singular value decomposition of the 2×2 matrix :

The action of is a rotation and possibly—as happens for the axis in this case—a reflection:

The action of is a scaling—either a dilation or compression—along each axis:

The action of is a rotation and possibly—though not in this case—a reflection in the target space:

Compute the singular value decomposition of the 3×2 matrix :

After the rotation in the plane by the matrix, the matrix embeds the unit circle as an ellipse in 3D:

The matrix rotates the ellipse in three dimensions:

Compute the singular value decomposition of the 2×2 matrix :

Let and denote the columns, respectively, of and :

is the direction in which is maximized, and the maximum value is :

Similarly, is the direction in which is minimized, and the minimum value is :

Visualize , and the unit circle along with their image under the multiplication on the left by :

is the direction in which is maximized, and again the maximum value is :

Similarly, is the direction in which is minimized, and again the minimum value is :

Visualize , and the unit circle along with their image under the multiplication on the right by :

Compute the singular value decomposition of the 3×2 matrix :

Let and denote the columns, respectively, of and :

is the direction in which is maximized, and the maximum value is :

Similarly, is the direction in which is minimized, and the minimum value is :

Visualize , and the image of the unit circle in the plane under left-multiplication by :

is the direction in which is maximized, and again the maximum value is :

minimizes —the minimum is zero, as the sphere is compressed into an ellipse in the plane:

maximizes subject to the constraint , and the maximum value is :

Visualize , , and the image of the unit sphere in the plane under right-multiplication by :

Compute the singular value decomposition of the 3×3 matrix :

Let and denote the columns, respectively, of and :

is the direction in which is maximized, and the maximum value is :

is the direction in which is maximized if , and the maximum value is :

Similarly, is the direction in which is minimized, and the minimum value is :

Visualize , , and the unit sphere along with their image under the multiplication on the left by :

is the direction in which is maximized, and again the maximum value is :

is the direction in which is maximized if , and again the maximum value is :

Similarly, is the direction in which is minimized, and again the minimum value is :

Visualize , , and the unit sphere along with their image under the multiplication on the right by :

### Least Squares and Curve Fitting (6)

If the linear system has no solution, the best approximate solution is the least-squares solution. That is the solution to , where is the orthogonal projection of onto the column space of , which can be computed using the singular value decomposition. Consider the following and :

The linear system is inconsistent:

Find the matrix of the compact singular value decomposition of . Its columns are orthonormal and span :

Compute the orthogonal projection of onto the space spanned by the columns of :

Visualize , its projections onto the columns of and :

Confirm the result using LeastSquares:

Solve the least-squares problem for the following and using only the singular value decomposition:

Compute the compact singular value decomposition where only the nonzero singular values are kept:

By definition, , so , the orthogonal projection of onto :

Thus, is the solution to the least-squares problem, as confirmed by LeastSquares:

Solve the least-squares problem for the following and two different ways: by projecting onto the column space of using just the matrix of the singular value decomposition, and the direct solution using the full decomposition. Compare and explain the results:

Compute the compact singular value decomposition of:

Compute the orthogonal projection of onto :

The direct solution can be found using , as both and are real-valued:

While x and xPerp are different, both solve the least-squares problem because m.x==m.xPerp:

The two solutions differ by an element of NullSpace[m]:

Note that LeastSquares[m,b] gives the result using the direct method:

For the matrices and that follow, find a matrix that minimizes :

One solution, in this case unique, is given by :

This result could also have been obtained using LeastSquares[m,b]:

Confirm the answer using Minimize:

SingularValueDecomposition can be used to find a best-fit curve to data. Consider the following data:

Extract the and coordinates from the data:

Construct a design matrix, whose columns are and , for fitting to a line :

Get the coefficients and for a linear least‐squares fit using a thin singular value decomposition:

Verify the coefficients using Fit:

Plot the best-fit curve along with the data:

Find the best-fit parabola to the following data:

Extract the and coordinates from the data:

Construct a design matrix, whose columns are , and , for fitting to a line :

Get the coefficients , and for a least‐squares fit:

Verify the coefficients using Fit:

## Properties & Relations (13)

The singular value decomposition {u,σ,v} of m decomposes m as u.σ.ConjugateTranspose[v]:

If a is an n×m matrix with decomposition {u,σ,v}, then u is an n×n matrix:

SingularValueDecomposition[m] is built from the eigensystems of and :

The columns of are the eigenvectors:

The columns of are the eigenvectors:

Since has fewer rows than columns, the diagonal entries of are :

The first right singular vector can be found by maximizing over all unit vectors:

Each subsequent vector is a maximizer with the constraint that it is perpendicular to all previous vectors:

Compare the with the found by SingularValueDecomposition; they are the same up to sign:

The analogous statement holds for the left singular vectors with :

The diagonal entries of are the respective maximum values:

If is the smaller of the dimensions of , the first columns of and are related by :

The first columns of and are also related by :

If m is a square matrix, the product of the diagonal elements of equals Abs[Det[m]]:

If is a normal matrix, both and are composed of the same vectors:

The vectors will appear in a different order unless is positive semidefinite and Hermitian:

The diagonal entries of equal Abs[Eigenvalues[m]]:

For positive definite and Hermitian , SingularValueDecomposition and Eigensystem coincide:

Their columns are unit eigenvectors of :

The nonzero elements of are the eigenvalues of :

MatrixRank[m] equals the number of nonzero singular values:

The compact decomposition that only keeps nonzero singular values can compute PseudoInverse[m]:

A matrix m that is an outer product of two vectors has MatrixRank[m]==1:

The nonzero singular value of m is the product of the norms of the vectors:

The corresponding left and right singular vectors are the input vectors, normalized:

SingularValueDecomposition[{m,a}] decomposes m as u.w.ConjugateTranspose[v]:

It decomposes a as ua.wa.ConjugateTranspose[v]:

SingularValueDecomposition[{m,a}] can be related to Eigensystem[{m.m,a.a}]:

The diagonal elements of w are /:

The diagonal elements of wa are 1/:

The columns of v are scaled multiples of the columns of Conjugate[Inverse[vλ]]:

The magnitude of the scaling is the ratio of the corresponding diagonal elements of w and vλ.m.m.vλ:

Equivalently, it is the ratio of the corresponding diagonal elements of wa and vλ.ma.ma.vλ:

#### Text

Wolfram Research (2003), SingularValueDecomposition, Wolfram Language function, https://reference.wolfram.com/language/ref/SingularValueDecomposition.html (updated 2024).

#### CMS

Wolfram Language. 2003. "SingularValueDecomposition." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2024. https://reference.wolfram.com/language/ref/SingularValueDecomposition.html.

#### APA

Wolfram Language. (2003). SingularValueDecomposition. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/SingularValueDecomposition.html