Complexity of the algorithms for Singular Value Decomposition

9.9k Views Asked by At

As said in the title, I would like to find out something on the numerical algorithms for computing the SVD decomposition of a rectangular matrix, with particular regard to their the computational complexity. Can anybody suggest some references on the topic?

1

There are 1 best solutions below

1
On BEST ANSWER

Here's a link to a thorough and authoritative source:

http://www.cs.utexas.edu/users/inderjit/public_papers/HLA_SVD.pdf

Inderjit Dhillon is a leading expert on eigenvalues.