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Can you suggest a book that has a thorough introduction to Singular Value Decomposition?

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up vote 4 down vote accepted

I find Numerical Linear Algebra by N. Trefreten and D.Bau an extremely well-written book. It not only introduces the Singluar value decomposition but explains applications and history.

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Strang's Linear Algebra book linked below is where I learned SVD and it wasn't so bad. I'm sure it's a reasonable intro for one looking to go further.

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Good. I think I know where to find a copy of this. Thanks. – Kim Greene Nov 27 '09 at 23:01

This course at Stanford covers singular value decomposition in lectures 15-17. The notes are very good, and the lectures are online too.

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The wikipedia page on SVD is pretty good.

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I gave a summary of the section on SVD found in Linear Algebra Done right here: Singular value decomposition over finite fields?.

I highly recommend the book.

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Axler's book is excellent, but it doesn't go into depth on the SVD. It stops with simply proving that it exists. – Nate C-K Jul 16 '15 at 22:04

Parlett's "The Symmetric Eigenvalue Problem" (since computing the SVD is related to the task of computing the eigensystem of a symmetric positive semidefinite matrix) as well as Stewart's "Matrix Algorithms" were very helpful for me.

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