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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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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.

http://www.amazon.com/Linear-Algebra-Applications-Gilbert-Strang/dp/0030105676/ref=sr_1_1?ie=UTF8&s=books&qid=1259356043&sr=8-1

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  • $\begingroup$ Good. I think I know where to find a copy of this. Thanks. $\endgroup$
    – Kim Greene
    Commented Nov 27, 2009 at 23:01
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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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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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  • $\begingroup$ Axler's book is excellent, but it doesn't go into depth on the SVD. It stops with simply proving that it exists. $\endgroup$
    – Nate C-K
    Commented Jul 16, 2015 at 22:04
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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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