Can you suggest a book that has a thorough introduction to Singular Value Decomposition?
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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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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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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: http://mathoverflow.net/questions/6987/singular-value-decomposition-over-finite-fields. I highly recommend the book. |
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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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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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